+244.7%
APLD vs EXE
+14.1%
+230.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.7% |
| 7D | +3.1% | -3.9% | +7.0% | +5.5% |
| 30D | -29.4% | -2.6% | -26.8% | -28.5% |
| 3M | -42.8% | -6.9% | -35.9% | -41.2% |
| 6M | -59.5% | -9.3% | -50.1% | -58.4% |
| YTD | -31.8% | -20.7% | -11.1% | -26.9% |
| 1Y | -46.0% | -21.8% | -24.2% | -41.8% |
| 3Y | +252.0% | +16.2% | +235.8% | +176.8% |
| All | +244.7% | +14.1% | +230.6% | +168.6% |
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