-46.5%
APLD vs AXP
-6.4%
-40.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -7.9% |
| 7D | -18.5% | +4.6% | -23.1% | -20.7% |
| 30D | -32.8% | +9.7% | -42.5% | -36.2% |
| 3M | -46.9% | -3.8% | -43.1% | -45.7% |
| 6M | -53.4% | +4.8% | -58.2% | -54.8% |
| YTD | -32.3% | -9.1% | -23.2% | -33.0% |
| 1Y | -46.5% | -6.7% | -39.8% | -48.0% |
| All | -46.5% | -6.4% | -40.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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