+220.6%
APLD vs ASX
+489.6%
-269.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.4% | +3.3% | +4.4% |
| 7D | -12.7% | -19.9% | +7.2% | +4.2% |
| 30D | -34.7% | -30.9% | -3.8% | -12.1% |
| 3M | -46.1% | -15.1% | -31.0% | -38.7% |
| 6M | -64.9% | -6.5% | -58.4% | -64.5% |
| YTD | -36.6% | +98.4% | -135.0% | -65.8% |
| 1Y | -50.0% | +107.9% | -157.8% | -73.8% |
| 3Y | +190.1% | +325.3% | -135.2% | -20.9% |
| All | +220.6% | +489.6% | -269.0% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling