-37.3%
APLD vs EXC
+2.8%
-40.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.5% |
| 7D | +7.8% | -1.4% | +9.2% | +6.8% |
| 30D | -23.0% | +8.3% | -31.3% | -18.0% |
| 3M | -39.7% | +2.6% | -42.3% | -38.3% |
| 6M | -59.8% | +5.2% | -65.0% | -58.4% |
| YTD | -27.0% | +7.5% | -34.5% | -23.2% |
| 1Y | -37.3% | +3.2% | -40.5% | -32.6% |
| All | -37.3% | +2.8% | -40.1% | -32.6% |
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