+244.7%
APLD vs EXC
+11.7%
+233.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.5% |
| 7D | +3.1% | -1.7% | +4.8% | +3.2% |
| 30D | -29.4% | +9.3% | -38.7% | -30.4% |
| 3M | -42.8% | +1.0% | -43.8% | -42.9% |
| 6M | -59.5% | +5.9% | -65.4% | -60.2% |
| YTD | -31.8% | +7.6% | -39.4% | -33.8% |
| 1Y | -46.0% | +2.4% | -48.4% | -46.9% |
| 3Y | +252.0% | +30.2% | +221.8% | +203.1% |
| All | +244.7% | +11.7% | +233.0% | +407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling