+190.1%
APLD vs EXEL
+231.1%
-41.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.5% | +9.5% |
| 7D | -12.7% | +0.3% | -13.0% | -12.5% |
| 30D | -34.7% | +19.0% | -53.7% | -36.6% |
| 3M | -46.1% | +33.3% | -79.4% | -48.9% |
| 6M | -64.9% | +42.9% | -107.7% | -67.0% |
| YTD | -36.6% | +58.7% | -95.3% | -41.7% |
| 1Y | -50.0% | +70.5% | -120.5% | -54.3% |
| 3Y | +190.1% | +233.8% | -43.7% | +153.8% |
| All | +190.1% | +231.1% | -41.0% | +153.8% |
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