-64.9%
APLD vs EXE
-12.0%
-52.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.9% | +10.6% | +9.2% |
| 7D | -12.7% | -6.6% | -6.1% | -16.9% |
| 30D | -34.7% | -4.0% | -30.7% | -36.2% |
| 3M | -46.1% | -7.5% | -38.7% | -48.9% |
| 6M | -64.9% | -11.7% | -53.2% | -69.0% |
| All | -64.9% | -12.0% | -52.9% | -69.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling