+443.7%
APLD vs EXEL
+161.0%
+282.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.1% | +8.4% | -4.3% | +1.6% |
| 30D | -11.7% | +4.1% | -15.8% | -12.8% |
| 3M | -40.3% | +12.4% | -52.7% | -42.4% |
| 6M | -8.0% | +41.5% | -49.5% | -16.6% |
| YTD | +7.5% | +34.6% | -27.1% | -1.7% |
| 1Y | +84.0% | +57.9% | +26.2% | +60.7% |
| 3Y | +356.2% | +159.5% | +196.7% | +221.8% |
| All | +443.7% | +161.0% | +282.7% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling