+444.7%
APLD vs EXE
+25.9%
+418.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.6% |
| 7D | +0.2% | -3.1% | +3.3% | +1.9% |
| 30D | -15.2% | -0.9% | -14.3% | -15.1% |
| 3M | -36.3% | +9.6% | -45.8% | -40.3% |
| 6M | -7.4% | -11.6% | +4.2% | -2.8% |
| YTD | +7.7% | -12.6% | +20.3% | +10.2% |
| 1Y | +53.8% | +1.2% | +52.6% | +37.7% |
| 3Y | +407.1% | +18.0% | +389.1% | +304.0% |
| All | +444.7% | +25.9% | +418.9% | +305.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling