+164.4%
APLD vs B
+164.0%
+0.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.5% | -15.2% | -15.1% |
| 7D | -27.0% | +4.3% | -31.3% | -30.4% |
| 30D | -44.1% | -0.9% | -43.1% | -44.0% |
| 3M | -52.6% | -1.4% | -51.2% | -52.6% |
| 6M | -64.5% | +5.0% | -69.5% | -66.4% |
| YTD | -42.2% | -5.8% | -36.4% | -39.9% |
| 1Y | -57.2% | +25.6% | -82.8% | -64.8% |
| All | +164.4% | +164.0% | +0.3% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling