+190.1%
APLD vs ARMK
+91.9%
+98.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.5% | +5.3% | +7.0% |
| 7D | -12.7% | -2.6% | -10.1% | -10.9% |
| 30D | -34.7% | -5.2% | -29.5% | -32.2% |
| 3M | -46.1% | -6.5% | -39.6% | -43.7% |
| 6M | -64.9% | +15.3% | -80.1% | -67.4% |
| YTD | -36.6% | +43.6% | -80.2% | -47.3% |
| 1Y | -50.0% | +42.1% | -92.0% | -58.4% |
| 3Y | +190.1% | +94.0% | +96.1% | +115.7% |
| All | +190.1% | +91.9% | +98.2% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling