+192.2%
APLD vs AVAV
-6.3%
+198.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.8% | -4.8% | -10.3% |
| 7D | -27.0% | -24.3% | -2.7% | -17.0% |
| 30D | -44.1% | -28.9% | -15.2% | -34.9% |
| 3M | -52.6% | -39.3% | -13.3% | -41.4% |
| 6M | -64.5% | -38.8% | -25.7% | -57.8% |
| YTD | -42.2% | -57.8% | +15.6% | -20.4% |
| 1Y | -57.2% | -70.9% | +13.7% | -30.2% |
| 3Y | +159.5% | -14.8% | +174.3% | +115.7% |
| All | +192.2% | -6.3% | +198.5% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling