+84.0%
APLD vs EXE
+3.1%
+80.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.1% |
| 7D | +4.1% | -0.3% | +4.3% | +4.0% |
| 30D | -11.7% | +8.5% | -20.2% | -7.3% |
| 3M | -40.3% | +5.5% | -45.7% | -37.8% |
| 6M | -8.0% | -5.9% | -2.1% | -8.0% |
| YTD | +7.5% | -9.7% | +17.3% | +8.1% |
| 1Y | +84.0% | +3.6% | +80.4% | +97.7% |
| All | +84.0% | +3.1% | +80.9% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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