+220.6%
APLD vs APH
+332.2%
-111.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.1% | +5.6% | +4.5% |
| 7D | -12.7% | -5.9% | -6.8% | -4.8% |
| 30D | -34.7% | -14.8% | -19.9% | -18.8% |
| 3M | -46.1% | -12.4% | -33.7% | -36.0% |
| 6M | -64.9% | +8.1% | -72.9% | -69.1% |
| YTD | -36.6% | +10.9% | -47.5% | -47.9% |
| 1Y | -50.0% | +8.8% | -58.7% | -57.1% |
| 3Y | +190.1% | +262.1% | -72.0% | -52.9% |
| All | +220.6% | +332.2% | -111.6% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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