+220.6%
APLD vs COMP
+51.3%
+169.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.7% | -1.0% | +5.9% |
| 7D | -12.7% | +13.4% | -26.2% | -16.7% |
| 30D | -34.7% | +11.1% | -45.8% | -37.4% |
| 3M | -46.1% | -18.8% | -27.3% | -42.5% |
| 6M | -64.9% | +10.5% | -75.3% | -66.9% |
| YTD | -36.6% | -3.4% | -33.2% | -38.4% |
| 1Y | -50.0% | +19.7% | -69.7% | -54.8% |
| 3Y | +190.1% | +381.6% | -191.5% | +45.8% |
| All | +220.6% | +51.3% | +169.4% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling