+269.3%
APLD vs APH
+359.6%
-90.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.4% |
| 7D | +7.8% | +0.4% | +7.4% | +7.9% |
| 30D | -23.0% | -8.0% | -15.0% | -13.2% |
| 3M | -39.7% | -5.0% | -34.7% | -35.5% |
| 6M | -59.8% | +29.9% | -89.7% | -72.1% |
| YTD | -27.0% | +18.0% | -44.9% | -44.6% |
| 1Y | -37.3% | +11.3% | -48.6% | -47.7% |
| 3Y | +281.9% | +274.9% | +6.9% | -40.4% |
| All | +269.3% | +359.6% | -90.3% | -65.5% |
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