+255.7%
APLD vs EXC
+29.1%
+226.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.3% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -29.6% | +9.0% | -38.6% | -27.9% |
| 3M | -42.6% | +3.3% | -45.9% | -42.0% |
| 6M | -59.6% | +5.7% | -65.2% | -59.1% |
| YTD | -32.0% | +7.3% | -39.3% | -31.2% |
| 1Y | -46.9% | +2.9% | -49.9% | -46.3% |
| 3Y | +255.7% | +29.3% | +226.3% | +221.7% |
| All | +255.7% | +29.1% | +226.6% | +221.7% |
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