+220.6%
APLD vs APTV
-64.2%
+284.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.5% | +13.2% | +12.1% |
| 7D | -12.7% | -10.2% | -2.5% | -6.7% |
| 30D | -34.7% | -10.8% | -23.9% | -29.9% |
| 3M | -46.1% | -14.8% | -31.3% | -41.0% |
| 6M | -64.9% | -30.6% | -34.3% | -56.9% |
| YTD | -36.6% | -48.2% | +11.6% | -3.4% |
| 1Y | -50.0% | -52.0% | +2.0% | -19.0% |
| 3Y | +190.1% | -47.0% | +237.1% | +304.2% |
| All | +220.6% | -64.2% | +284.8% | +501.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling