+443.7%
APLD vs ARMK
+129.9%
+313.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.6% |
| 7D | +4.1% | -2.4% | +6.5% | +6.2% |
| 30D | -11.7% | 0.0% | -11.7% | -12.2% |
| 3M | -40.3% | +6.7% | -46.9% | -44.3% |
| 6M | -8.0% | +38.8% | -46.8% | -32.3% |
| YTD | +7.5% | +55.2% | -47.6% | -29.7% |
| 1Y | +84.0% | +46.6% | +37.4% | +24.8% |
| 3Y | +356.2% | +112.9% | +243.3% | +83.2% |
| All | +443.7% | +129.9% | +313.8% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling