+243.9%
APLD vs APD
+41.2%
+202.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -6.3% | -0.2% | -6.1% | -6.1% |
| 30D | -29.6% | +11.0% | -40.6% | -34.0% |
| 3M | -42.6% | +2.0% | -44.6% | -43.6% |
| 6M | -59.6% | +7.1% | -66.6% | -61.7% |
| YTD | -32.0% | +29.8% | -61.7% | -43.9% |
| 1Y | -46.9% | +24.0% | -71.0% | -55.5% |
| 3Y | +255.7% | +27.2% | +228.5% | +187.6% |
| All | +243.9% | +41.2% | +202.7% | +69.9% |
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