+243.9%
APLD vs APTV
-64.1%
+308.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.4% |
| 7D | -6.3% | -4.3% | -2.1% | -3.6% |
| 30D | -29.6% | -9.7% | -19.9% | -25.0% |
| 3M | -42.6% | -20.6% | -22.0% | -33.7% |
| 6M | -59.6% | -31.7% | -27.9% | -49.8% |
| YTD | -32.0% | -48.0% | +16.0% | +3.4% |
| 1Y | -46.9% | -52.1% | +5.1% | -13.8% |
| 3Y | +255.7% | -47.9% | +303.5% | +404.8% |
| All | +243.9% | -64.1% | +308.0% | +543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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