+229.3%
APLD vs AVAV
+7.8%
+221.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.0% | -4.5% |
| 7D | +2.7% | +4.2% | -1.5% | +0.8% |
| 30D | -21.4% | -2.6% | -18.9% | -20.4% |
| 3M | -47.8% | -38.0% | -9.9% | -36.0% |
| 6M | -64.9% | -27.0% | -37.9% | -61.4% |
| YTD | -34.9% | -51.4% | +16.5% | -15.6% |
| 1Y | -30.7% | -60.2% | +29.5% | -2.0% |
| 3Y | +305.3% | -6.7% | +312.0% | +229.2% |
| All | +229.3% | +7.8% | +221.5% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling