+220.6%
APLD vs AVAV
+3.4%
+217.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.5% | -0.7% | +5.1% |
| 7D | -12.7% | -10.6% | -2.1% | -7.8% |
| 30D | -34.7% | -18.8% | -15.9% | -28.3% |
| 3M | -46.1% | -34.1% | -12.0% | -35.8% |
| 6M | -64.9% | -35.3% | -29.5% | -59.3% |
| YTD | -36.6% | -53.4% | +16.8% | -16.3% |
| 1Y | -50.0% | -65.6% | +15.7% | -24.1% |
| 3Y | +190.1% | -5.1% | +195.2% | +129.5% |
| All | +220.6% | +3.4% | +217.2% | +79.6% |
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