+84.0%
APLD vs EXC
+2.6%
+81.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +0.7% |
| 7D | +4.1% | -0.7% | +4.7% | +3.7% |
| 30D | -11.7% | -4.6% | -7.1% | -14.2% |
| 3M | -40.3% | -2.2% | -38.1% | -41.3% |
| 6M | -8.0% | -10.6% | +2.6% | -11.5% |
| YTD | +7.5% | +1.9% | +5.6% | +6.3% |
| 1Y | +84.0% | +3.4% | +80.6% | +87.5% |
| All | +84.0% | +2.6% | +81.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling