+229.3%
APLD vs APD
+43.1%
+186.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +2.7% | +3.8% | -1.1% | +0.6% |
| 30D | -21.4% | +8.2% | -29.6% | -25.1% |
| 3M | -47.8% | +4.3% | -52.1% | -49.4% |
| 6M | -64.9% | +4.7% | -69.6% | -66.3% |
| YTD | -34.9% | +31.5% | -66.4% | -46.7% |
| 1Y | -30.7% | +23.5% | -54.3% | -41.5% |
| 3Y | +305.3% | +29.1% | +276.2% | +224.6% |
| All | +229.3% | +43.1% | +186.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling