+192.2%
APLD vs APD
+39.0%
+153.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.7% | -13.0% |
| 7D | -27.0% | -0.7% | -26.3% | -26.7% |
| 30D | -44.1% | +10.1% | -54.2% | -47.3% |
| 3M | -52.6% | +4.9% | -57.4% | -54.3% |
| 6M | -64.5% | +2.5% | -66.9% | -65.5% |
| YTD | -42.2% | +27.8% | -70.0% | -51.9% |
| 1Y | -57.2% | +32.9% | -90.1% | -66.4% |
| 3Y | +159.5% | +13.4% | +146.2% | +131.5% |
| All | +192.2% | +39.0% | +153.2% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling