+164.4%
APLD vs EXPD
+72.7%
+91.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.5% | -10.2% | -13.5% |
| 7D | -27.0% | -4.8% | -22.2% | -25.9% |
| 30D | -44.1% | -1.5% | -42.6% | -43.6% |
| 3M | -52.6% | +4.1% | -56.7% | -52.8% |
| 6M | -64.5% | +24.0% | -88.5% | -66.3% |
| YTD | -42.2% | +27.4% | -69.6% | -46.3% |
| 1Y | -57.2% | +38.4% | -95.6% | -61.3% |
| All | +164.4% | +72.7% | +91.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling