+373.4%
APLD vs EXEL
+160.6%
+212.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.1% | +8.4% | -4.3% | +2.4% |
| 30D | -11.7% | +4.1% | -15.8% | -12.4% |
| 3M | -40.3% | +12.4% | -52.7% | -41.6% |
| 6M | -8.0% | +41.5% | -49.5% | -13.4% |
| YTD | +7.5% | +34.6% | -27.1% | +1.5% |
| 1Y | +84.0% | +57.9% | +26.2% | +70.4% |
| All | +373.4% | +160.6% | +212.8% | +369.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling