+103.5%
APLD vs EXE
+3.8%
+99.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.5% |
| 7D | +16.6% | -1.8% | +18.3% | +15.3% |
| 30D | -3.1% | +6.4% | -9.5% | +0.7% |
| 3M | -30.9% | +9.2% | -40.1% | -26.6% |
| 6M | +12.6% | -7.0% | +19.6% | +11.8% |
| YTD | +15.5% | -9.5% | +24.9% | +16.2% |
| 1Y | +103.5% | +6.2% | +97.3% | +134.4% |
| All | +103.5% | +3.8% | +99.7% | +134.4% |
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