+229.3%
APLD vs ARMK
+118.4%
+110.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.9% |
| 7D | +2.7% | +2.7% | 0.0% | +0.3% |
| 30D | -21.4% | -1.5% | -19.9% | -19.6% |
| 3M | -47.8% | -11.6% | -36.3% | -41.2% |
| 6M | -64.9% | +6.7% | -71.6% | -66.9% |
| YTD | -34.9% | +47.4% | -82.3% | -55.0% |
| 1Y | -30.7% | +41.5% | -72.2% | -50.5% |
| 3Y | +305.3% | +95.5% | +209.8% | +80.1% |
| All | +229.3% | +118.4% | +110.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling