+192.2%
APLD vs B
+76.8%
+115.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.5% | -15.2% | -15.1% |
| 7D | -27.0% | +4.3% | -31.3% | -30.0% |
| 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% | -66.1% |
| YTD | -42.2% | -5.8% | -36.4% | -39.7% |
| 1Y | -57.2% | +25.6% | -82.8% | -63.6% |
| 3Y | +159.5% | +161.6% | -2.1% | +36.7% |
| All | +192.2% | +76.8% | +115.4% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling