+249.5%
APLD vs EXEL
+208.9%
+40.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -5.0% |
| 7D | +19.6% | +1.6% | +18.0% | +19.2% |
| 30D | -24.5% | +17.4% | -41.8% | -27.7% |
| 3M | -45.6% | +38.6% | -84.2% | -50.4% |
| 6M | -61.4% | +41.2% | -102.6% | -65.1% |
| YTD | -30.9% | +59.3% | -90.2% | -39.6% |
| 1Y | -35.8% | +60.2% | -96.0% | -44.0% |
| 3Y | +261.4% | +232.6% | +28.8% | +133.6% |
| All | +249.5% | +208.9% | +40.6% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling