+229.3%
APLD vs ASX
+562.7%
-333.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.7% | -4.1% |
| 7D | +2.7% | +12.4% | -9.7% | -6.6% |
| 30D | -21.4% | -19.8% | -1.6% | -6.4% |
| 3M | -47.8% | -10.3% | -37.5% | -43.2% |
| 6M | -64.9% | +1.2% | -66.1% | -66.7% |
| YTD | -34.9% | +123.0% | -157.9% | -68.1% |
| 1Y | -30.7% | +145.4% | -176.2% | -68.4% |
| 3Y | +305.3% | +368.6% | -63.3% | +2.4% |
| All | +229.3% | +562.7% | -333.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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