+229.3%
APLD vs EXPD
+111.7%
+117.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.6% |
| 7D | +2.7% | +5.5% | -2.8% | +0.1% |
| 30D | -21.4% | -0.8% | -20.6% | -20.7% |
| 3M | -47.8% | +4.1% | -52.0% | -48.7% |
| 6M | -64.9% | +25.7% | -90.6% | -68.8% |
| YTD | -34.9% | +31.4% | -66.3% | -44.9% |
| 1Y | -30.7% | +42.2% | -72.9% | -44.2% |
| 3Y | +305.3% | +77.2% | +228.1% | +167.2% |
| All | +229.3% | +111.7% | +117.5% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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