+229.3%
APLD vs EXEL
+205.2%
+24.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.4% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | -21.4% | +13.1% | -34.6% | -23.9% |
| 3M | -47.8% | +36.3% | -84.2% | -52.2% |
| 6M | -64.9% | +34.5% | -99.4% | -67.8% |
| YTD | -34.9% | +57.4% | -92.3% | -42.9% |
| 1Y | -30.7% | +62.9% | -93.7% | -39.9% |
| 3Y | +305.3% | +229.5% | +75.8% | +162.5% |
| All | +229.3% | +205.2% | +24.1% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling