+443.7%
APLD vs AXP
+97.4%
+346.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +3.0% |
| 7D | +4.1% | -2.1% | +6.2% | +6.5% |
| 30D | -11.7% | -6.5% | -5.2% | -5.2% |
| 3M | -40.3% | +4.6% | -44.9% | -43.4% |
| 6M | -8.0% | +5.4% | -13.4% | -13.7% |
| YTD | +7.5% | -11.1% | +18.7% | +19.3% |
| 1Y | +84.0% | -0.3% | +84.3% | +72.9% |
| 3Y | +356.2% | +111.6% | +244.7% | +46.3% |
| All | +443.7% | +97.4% | +346.3% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling