+373.4%
APLD vs ASX
+390.9%
-17.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.6% |
| 30D | -11.7% | +2.0% | -13.7% | -13.1% |
| 3M | -40.3% | -1.3% | -38.9% | -41.1% |
| 6M | -8.0% | +71.4% | -79.4% | -42.7% |
| YTD | +7.5% | +135.3% | -127.8% | -48.6% |
| 1Y | +84.0% | +267.5% | -183.5% | -38.6% |
| All | +373.4% | +390.9% | -17.4% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling