+220.6%
APLD vs EXPD
+100.7%
+120.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.3% | +12.0% | +10.9% |
| 7D | -12.7% | -7.2% | -5.6% | -9.2% |
| 30D | -34.7% | -3.3% | -31.4% | -33.3% |
| 3M | -46.1% | +3.4% | -49.5% | -46.9% |
| 6M | -64.9% | +22.7% | -87.5% | -68.5% |
| YTD | -36.6% | +24.5% | -61.1% | -45.0% |
| 1Y | -50.0% | +38.6% | -88.6% | -59.4% |
| 3Y | +190.1% | +71.5% | +118.6% | +92.7% |
| All | +220.6% | +100.7% | +120.0% | +73.7% |
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