+426.3%
APLD vs AS
+120.4%
+306.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.2% |
| 7D | +4.1% | -4.9% | +9.0% | +6.4% |
| 30D | -11.7% | -19.6% | +7.9% | -3.2% |
| 3M | -40.3% | -14.4% | -25.9% | -36.8% |
| 6M | -8.0% | -20.1% | +12.2% | +0.7% |
| YTD | +7.5% | -20.9% | +28.5% | +17.8% |
| 1Y | +84.0% | -21.9% | +105.9% | +100.5% |
| All | +426.3% | +120.4% | +306.0% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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