+269.3%
APLD vs EXE
+17.7%
+251.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.0% |
| 7D | +7.8% | +1.5% | +6.3% | +7.2% |
| 30D | -23.0% | -0.2% | -22.8% | -23.0% |
| 3M | -39.7% | -9.2% | -30.4% | -37.1% |
| 6M | -59.8% | -7.2% | -52.6% | -59.2% |
| YTD | -27.0% | -18.3% | -8.7% | -22.9% |
| 1Y | -37.3% | -23.6% | -13.7% | -30.6% |
| 3Y | +281.9% | +21.9% | +259.9% | +191.9% |
| All | +269.3% | +17.7% | +251.6% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling