+269.3%
APLD vs ARMK
+117.8%
+151.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.2% | +8.1% |
| 7D | +7.8% | +2.8% | +5.0% | +5.8% |
| 30D | -23.0% | -1.8% | -21.2% | -20.9% |
| 3M | -39.7% | -10.9% | -28.8% | -32.5% |
| 6M | -59.8% | +21.2% | -81.1% | -66.6% |
| YTD | -27.0% | +47.0% | -74.0% | -49.4% |
| 1Y | -37.3% | +42.9% | -80.2% | -55.7% |
| 3Y | +281.9% | +95.0% | +186.9% | +70.2% |
| All | +269.3% | +117.8% | +151.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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