+244.7%
APLD vs EXEL
+217.3%
+27.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.6% |
| 7D | +3.1% | +2.3% | +0.8% | +2.8% |
| 30D | -29.4% | +19.8% | -49.2% | -32.8% |
| 3M | -42.8% | +32.7% | -75.5% | -47.2% |
| 6M | -59.5% | +49.0% | -108.4% | -63.9% |
| YTD | -31.8% | +63.7% | -95.5% | -40.9% |
| 1Y | -46.0% | +75.8% | -121.8% | -54.1% |
| 3Y | +252.0% | +241.3% | +10.7% | +125.8% |
| All | +244.7% | +217.3% | +27.4% | +125.0% |
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