+244.7%
APLD vs EXPD
+106.1%
+138.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +6.2% |
| 7D | +3.1% | -5.5% | +8.6% | +6.4% |
| 30D | -29.4% | -1.9% | -27.5% | -28.4% |
| 3M | -42.8% | +6.1% | -48.9% | -44.2% |
| 6M | -59.5% | +21.6% | -81.1% | -63.4% |
| YTD | -31.8% | +27.9% | -59.7% | -41.6% |
| 1Y | -46.0% | +39.4% | -85.4% | -56.1% |
| 3Y | +252.0% | +72.7% | +179.3% | +135.3% |
| All | +244.7% | +106.1% | +138.7% | +84.4% |
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