+305.3%
APLD vs BLK
+97.8%
+207.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -6.3% |
| 7D | +2.7% | +3.7% | -1.0% | -0.9% |
| 30D | -21.4% | +13.9% | -35.3% | -31.2% |
| 3M | -47.8% | +3.9% | -51.8% | -50.0% |
| 6M | -64.9% | +13.0% | -77.9% | -69.1% |
| YTD | -34.9% | +16.1% | -51.0% | -44.6% |
| 1Y | -30.7% | +16.8% | -47.5% | -41.5% |
| 3Y | +305.3% | +97.7% | +207.7% | +89.8% |
| All | +305.3% | +97.8% | +207.5% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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