+1,356.5%
APLD vs BOXX
+18.4%
+1,338.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.2% |
| 30D | -13.2% | +0.3% | -13.5% | -11.5% |
| 3M | -33.8% | +1.0% | -34.7% | -30.4% |
| 6M | -5.9% | +1.9% | -7.8% | +0.5% |
| YTD | +5.1% | +2.6% | +2.5% | +14.4% |
| 1Y | +51.8% | +4.0% | +47.8% | +84.0% |
| 3Y | +397.7% | +14.6% | +383.1% | +2,887.7% |
| All | +1,356.5% | +18.4% | +1,338.1% | +43,538.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling