+53.8%
APLD vs BOXX
+4.0%
+49.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.0% |
| 7D | +0.2% | +0.1% | +0.1% | -0.4% |
| 30D | -15.2% | +0.3% | -15.5% | -19.0% |
| 3M | -36.3% | +1.0% | -37.3% | -51.0% |
| 6M | -7.4% | +1.9% | -9.3% | -60.2% |
| YTD | +7.7% | +2.7% | +5.1% | -79.4% |
| 1Y | +53.8% | +4.0% | +49.7% | -95.3% |
| All | +53.8% | +4.0% | +49.7% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling