+229.3%
APLD vs EXC
+13.2%
+216.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.1% | -5.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | -21.4% | +8.6% | -30.0% | -22.4% |
| 3M | -47.8% | +2.4% | -50.2% | -48.0% |
| 6M | -64.9% | +6.5% | -71.3% | -65.5% |
| YTD | -34.9% | +9.0% | -43.9% | -36.9% |
| 1Y | -30.7% | +4.6% | -35.3% | -32.1% |
| 3Y | +305.3% | +33.5% | +271.8% | +245.3% |
| All | +229.3% | +13.2% | +216.1% | +383.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling