+192.2%
APLD vs D
-2.2%
+194.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.2% | -14.5% | -14.7% |
| 7D | -27.0% | +6.9% | -33.9% | -27.7% |
| 30D | -44.1% | +12.3% | -56.4% | -45.2% |
| 3M | -52.6% | +3.0% | -55.6% | -52.7% |
| 6M | -64.5% | +12.8% | -77.3% | -65.4% |
| YTD | -42.2% | +22.6% | -64.8% | -45.0% |
| 1Y | -57.2% | +21.7% | -78.8% | -59.3% |
| 3Y | +159.5% | +83.9% | +75.6% | +105.8% |
| All | +192.2% | -2.2% | +194.3% | +411.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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