-50.0%
APLD vs AVAV
-67.9%
+17.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.5% | -0.7% | +4.9% |
| 7D | -12.7% | -10.6% | -2.1% | -7.9% |
| 30D | -34.7% | -18.8% | -15.9% | -28.2% |
| 3M | -46.1% | -34.1% | -12.0% | -35.7% |
| 6M | -64.9% | -35.3% | -29.5% | -59.1% |
| YTD | -36.6% | -53.4% | +16.8% | -18.1% |
| 1Y | -50.0% | -65.6% | +15.7% | -16.7% |
| All | -50.0% | -67.9% | +17.9% | -16.7% |
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