+164.4%
APLD vs COMP
+309.8%
-145.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -8.2% | -6.5% | -11.5% |
| 7D | -27.0% | -1.8% | -25.2% | -26.6% |
| 30D | -44.1% | -0.8% | -43.3% | -44.3% |
| 3M | -52.6% | -28.1% | -24.4% | -46.7% |
| 6M | -64.5% | +27.0% | -91.5% | -68.8% |
| YTD | -42.2% | -12.8% | -29.4% | -42.2% |
| 1Y | -57.2% | +4.9% | -62.1% | -59.9% |
| All | +164.4% | +309.8% | -145.4% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling