+444.7%
APLD vs AZO
+33.2%
+411.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | +0.2% | -3.6% | +3.8% | +1.1% |
| 30D | -15.2% | -5.6% | -9.6% | -14.0% |
| 3M | -36.3% | -6.6% | -29.6% | -35.8% |
| 6M | -7.4% | -22.5% | +15.1% | -0.3% |
| YTD | +7.7% | -15.2% | +22.9% | +13.2% |
| 1Y | +53.8% | -33.9% | +87.7% | +74.5% |
| 3Y | +407.1% | +11.8% | +395.3% | +332.3% |
| All | +444.7% | +33.2% | +411.6% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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