+443.7%
APLD vs COMP
+64.7%
+379.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.6% |
| 7D | +4.1% | +1.4% | +2.7% | +3.6% |
| 30D | -11.7% | -13.3% | +1.6% | -7.3% |
| 3M | -40.3% | +41.1% | -81.4% | -48.0% |
| 6M | -8.0% | +17.2% | -25.1% | -15.0% |
| YTD | +7.5% | +5.2% | +2.3% | +2.1% |
| 1Y | +84.0% | +18.9% | +65.1% | +63.4% |
| 3Y | +356.2% | +215.9% | +140.3% | +163.4% |
| All | +443.7% | +64.7% | +379.0% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling