-46.5%
APLD vs EXEL
+92.4%
-138.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.0% |
| 7D | -18.5% | +9.8% | -28.3% | -21.9% |
| 30D | -32.8% | +23.6% | -56.4% | -39.0% |
| 3M | -46.9% | +29.9% | -76.8% | -53.1% |
| 6M | -53.4% | +64.7% | -118.1% | -63.9% |
| YTD | -32.3% | +66.0% | -98.2% | -49.6% |
| 1Y | -46.5% | +92.0% | -138.5% | -62.7% |
| All | -46.5% | +92.4% | -138.9% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling