+483.7%
APLD vs EXEL
+155.1%
+328.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.6% | +8.0% |
| 7D | +16.6% | +1.4% | +15.2% | +16.0% |
| 30D | -3.1% | +6.7% | -9.8% | -5.0% |
| 3M | -30.9% | +11.5% | -42.3% | -33.2% |
| 6M | +12.6% | +38.8% | -26.2% | +2.5% |
| YTD | +15.5% | +31.6% | -16.1% | +6.2% |
| 1Y | +103.5% | +53.0% | +50.5% | +79.2% |
| 3Y | +446.5% | +160.8% | +285.7% | +281.6% |
| All | +483.7% | +155.1% | +328.6% | +304.7% |
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 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