+330.2%
APLD vs EXE
+20.0%
+310.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +19.6% | +3.6% | +16.1% | +18.5% |
| 30D | -24.5% | -4.3% | -20.1% | -23.5% |
| 3M | -45.6% | -7.7% | -37.9% | -44.6% |
| 6M | -61.4% | -7.2% | -54.2% | -61.0% |
| YTD | -30.9% | -18.5% | -12.4% | -27.8% |
| 1Y | -35.8% | -24.4% | -11.5% | -29.2% |
| All | +330.2% | +20.0% | +310.2% | +221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling