+190.1%
APLD vs AXP
+117.6%
+72.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.2% | +11.0% | +10.7% |
| 7D | -12.7% | +0.6% | -13.3% | -13.4% |
| 30D | -34.7% | +5.8% | -40.5% | -37.7% |
| 3M | -46.1% | -6.0% | -40.1% | -43.7% |
| 6M | -64.9% | +0.3% | -65.2% | -65.2% |
| YTD | -36.6% | -12.3% | -24.3% | -31.0% |
| 1Y | -50.0% | -11.2% | -38.7% | -46.2% |
| 3Y | +190.1% | +117.0% | +73.1% | +26.6% |
| All | +190.1% | +117.6% | +72.5% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling