+443.7%
APLD vs EXE
+30.0%
+413.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.4% |
| 7D | +4.1% | -0.3% | +4.3% | +4.1% |
| 30D | -11.7% | +8.5% | -20.2% | -15.9% |
| 3M | -40.3% | +5.5% | -45.7% | -42.7% |
| 6M | -8.0% | -5.9% | -2.1% | -6.8% |
| YTD | +7.5% | -9.7% | +17.3% | +8.2% |
| 1Y | +84.0% | +3.6% | +80.4% | +63.3% |
| 3Y | +356.2% | +18.0% | +338.2% | +266.1% |
| All | +443.7% | +30.0% | +413.7% | +297.7% |
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