+244.7%
APLD vs ASX
+540.5%
-295.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.6% | -1.1% | +0.4% |
| 7D | +3.1% | -12.3% | +15.4% | +14.0% |
| 30D | -29.4% | -26.0% | -3.4% | -10.2% |
| 3M | -42.8% | -8.1% | -34.7% | -39.0% |
| 6M | -59.5% | +1.4% | -60.9% | -61.7% |
| YTD | -31.8% | +115.6% | -147.4% | -65.7% |
| 1Y | -46.0% | +128.0% | -174.1% | -73.8% |
| 3Y | +252.0% | +371.4% | -119.4% | -12.0% |
| All | +244.7% | +540.5% | -295.7% | -37.9% |
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