+443.7%
APLD vs AXON
+310.5%
+133.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +3.4% |
| 7D | +4.1% | -14.2% | +18.2% | +10.3% |
| 30D | -11.7% | -15.4% | +3.7% | -7.1% |
| 3M | -40.3% | +0.5% | -40.8% | -42.6% |
| 6M | -8.0% | -9.5% | +1.5% | -8.9% |
| YTD | +7.5% | -9.2% | +16.7% | +5.2% |
| 1Y | +84.0% | -29.4% | +113.4% | +99.6% |
| 3Y | +356.2% | +139.4% | +216.8% | +176.0% |
| All | +443.7% | +310.5% | +133.2% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling