+78.6%
APLD vs EXC
+5.3%
+73.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.4% |
| 7D | +9.0% | +0.3% | +8.6% | +9.1% |
| 30D | -6.6% | -0.9% | -5.7% | -7.1% |
| 3M | -35.2% | -2.7% | -32.6% | -36.4% |
| 6M | +0.4% | -9.4% | +9.8% | -3.0% |
| YTD | +10.7% | +3.0% | +7.7% | +10.1% |
| 1Y | +78.6% | +5.1% | +73.4% | +93.8% |
| All | +78.6% | +5.3% | +73.2% | +93.8% |
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