-50.0%
APLD vs AXON
-50.2%
+0.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -18.2% | +27.9% | +14.4% |
| 7D | -12.7% | -26.8% | +14.1% | -5.5% |
| 30D | -34.7% | -22.9% | -11.8% | -30.3% |
| 3M | -46.1% | -40.1% | -6.0% | -39.0% |
| 6M | -64.9% | -18.9% | -46.0% | -66.6% |
| YTD | -36.6% | -44.9% | +8.3% | -22.2% |
| 1Y | -50.0% | -46.7% | -3.3% | -30.4% |
| All | -50.0% | -50.2% | +0.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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