+252.0%
APLD vs APD
+27.3%
+224.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +6.8% |
| 7D | +3.1% | -1.6% | +4.6% | +3.7% |
| 30D | -29.4% | +10.6% | -40.0% | -31.9% |
| 3M | -42.8% | +2.5% | -45.3% | -43.5% |
| 6M | -59.5% | +6.0% | -65.4% | -60.6% |
| YTD | -31.8% | +28.4% | -60.3% | -39.0% |
| 1Y | -46.0% | +22.2% | -68.2% | -51.0% |
| 3Y | +252.0% | +26.6% | +225.4% | +235.3% |
| All | +252.0% | +27.3% | +224.7% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling