+192.2%
APLD vs AXP
+97.3%
+94.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.3% | -12.4% | -12.2% |
| 7D | -27.0% | +0.4% | -27.4% | -27.4% |
| 30D | -44.1% | +7.0% | -51.1% | -48.1% |
| 3M | -52.6% | -6.6% | -46.0% | -49.3% |
| 6M | -64.5% | +3.5% | -67.9% | -66.1% |
| YTD | -42.2% | -11.2% | -31.0% | -36.2% |
| 1Y | -57.2% | -10.2% | -47.0% | -53.6% |
| 3Y | +159.5% | +120.0% | +39.5% | -22.4% |
| All | +192.2% | +97.3% | +94.9% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling