+220.6%
APLD vs B
+77.8%
+142.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.5% | +9.2% | +9.3% |
| 7D | -12.7% | +9.6% | -22.3% | -19.5% |
| 30D | -34.7% | +3.5% | -38.2% | -36.8% |
| 3M | -46.1% | -1.6% | -44.5% | -46.0% |
| 6M | -64.9% | -1.7% | -63.2% | -64.8% |
| YTD | -36.6% | -5.3% | -31.3% | -34.1% |
| 1Y | -50.0% | +27.2% | -77.2% | -57.8% |
| 3Y | +190.1% | +166.1% | +24.0% | +51.4% |
| All | +220.6% | +77.8% | +142.8% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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