+164.4%
APLD vs EXC
+28.8%
+135.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.6% | -15.3% | -14.5% |
| 7D | -27.0% | +1.4% | -28.3% | -26.6% |
| 30D | -44.1% | +11.6% | -55.7% | -42.4% |
| 3M | -52.6% | +2.7% | -55.2% | -52.1% |
| 6M | -64.5% | +2.7% | -67.1% | -64.0% |
| YTD | -42.2% | +9.7% | -51.9% | -41.2% |
| 1Y | -57.2% | +4.5% | -61.7% | -56.5% |
| All | +164.4% | +28.8% | +135.6% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling