+229.3%
APLD vs EXE
+18.3%
+211.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.2% |
| 7D | +2.7% | +5.3% | -2.6% | 0.0% |
| 30D | -21.4% | -2.2% | -19.2% | -20.6% |
| 3M | -47.8% | -5.9% | -42.0% | -46.6% |
| 6M | -64.9% | -5.7% | -59.2% | -64.7% |
| YTD | -34.9% | -17.8% | -17.0% | -31.5% |
| 1Y | -30.7% | -23.1% | -7.6% | -23.6% |
| 3Y | +305.3% | +21.2% | +284.1% | +212.0% |
| All | +229.3% | +18.3% | +211.0% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling