+394.8%
APLD vs BOXX
+14.6%
+380.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | -13.2% | +0.3% | -13.5% | -14.2% |
| 3M | -33.8% | +1.0% | -34.7% | -37.6% |
| 6M | -5.9% | +1.9% | -7.8% | -20.2% |
| YTD | +5.1% | +2.6% | +2.5% | -17.3% |
| 1Y | +51.8% | +4.0% | +47.8% | +12.2% |
| All | +394.8% | +14.6% | +380.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling