-46.5%
APLD vs AVAV
-68.0%
+21.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.3% | +1.6% | -3.1% |
| 7D | -18.5% | -10.1% | -8.4% | -14.7% |
| 30D | -32.8% | -18.7% | -14.0% | -26.4% |
| 3M | -46.9% | -33.0% | -13.9% | -37.4% |
| 6M | -53.4% | -37.2% | -16.2% | -45.4% |
| YTD | -32.3% | -53.2% | +20.9% | -12.2% |
| 1Y | -46.5% | -69.0% | +22.5% | -3.3% |
| All | -46.5% | -68.0% | +21.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling