+164.4%
APLD vs AXON
+74.4%
+90.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.8% | -4.9% | -10.9% |
| 7D | -27.0% | -12.7% | -14.3% | -22.9% |
| 30D | -44.1% | -8.6% | -35.5% | -41.9% |
| 3M | -52.6% | -37.2% | -15.3% | -44.3% |
| 6M | -64.5% | +0.5% | -65.0% | -67.0% |
| YTD | -42.2% | -32.6% | -9.6% | -36.5% |
| 1Y | -57.2% | -40.2% | -17.0% | -50.1% |
| All | +164.4% | +74.4% | +90.0% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling