+220.6%
APLD vs EXC
+11.7%
+208.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +9.9% |
| 7D | -12.7% | -1.2% | -11.5% | -12.7% |
| 30D | -34.7% | +10.0% | -44.6% | -35.7% |
| 3M | -46.1% | +1.6% | -47.7% | -46.3% |
| 6M | -64.9% | +3.3% | -68.1% | -65.3% |
| YTD | -36.6% | +7.6% | -44.1% | -38.5% |
| 1Y | -50.0% | +3.5% | -53.4% | -51.0% |
| 3Y | +190.1% | +27.7% | +162.5% | +152.9% |
| All | +220.6% | +11.7% | +208.9% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling