+443.7%
APLD vs EXPD
+105.2%
+338.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | +4.1% | -1.1% | +5.2% | +4.7% |
| 30D | -11.7% | +4.1% | -15.8% | -13.4% |
| 3M | -40.3% | +17.9% | -58.2% | -45.2% |
| 6M | -8.0% | +29.2% | -37.2% | -20.1% |
| YTD | +7.5% | +27.4% | -19.8% | -7.9% |
| 1Y | +84.0% | +56.8% | +27.2% | +36.6% |
| 3Y | +356.2% | +68.0% | +288.2% | +210.9% |
| All | +443.7% | +105.2% | +338.5% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling