+164.4%
APLD vs AVAV
-14.7%
+179.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.8% | -4.8% | -11.0% |
| 7D | -27.0% | -24.3% | -2.7% | -18.7% |
| 30D | -44.1% | -28.9% | -15.2% | -36.5% |
| 3M | -52.6% | -39.3% | -13.3% | -43.4% |
| 6M | -64.5% | -38.8% | -25.7% | -58.8% |
| YTD | -42.2% | -57.8% | +15.6% | -23.4% |
| 1Y | -57.2% | -70.9% | +13.7% | -36.2% |
| All | +164.4% | -14.7% | +179.1% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling