+220.6%
APLD vs AR
+6.4%
+214.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.6% | +10.1% |
| 7D | -12.7% | -14.3% | +1.5% | -6.8% |
| 30D | -34.7% | +1.4% | -36.1% | -35.4% |
| 3M | -46.1% | +3.4% | -49.5% | -47.7% |
| 6M | -64.9% | -2.1% | -62.8% | -65.6% |
| YTD | -36.6% | +4.7% | -41.3% | -42.8% |
| 1Y | -50.0% | +10.6% | -60.5% | -56.4% |
| 3Y | +190.1% | +24.6% | +165.5% | +130.5% |
| All | +220.6% | +6.4% | +214.3% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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