+242.5%
APLD vs EXPD
+114.9%
+127.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.5% | -5.2% |
| 7D | -18.5% | +0.3% | -18.8% | -18.6% |
| 30D | -32.8% | +1.8% | -34.6% | -33.2% |
| 3M | -46.9% | +8.9% | -55.8% | -49.0% |
| 6M | -53.4% | +42.2% | -95.6% | -61.3% |
| YTD | -32.3% | +33.4% | -65.6% | -43.3% |
| 1Y | -46.5% | +47.2% | -93.7% | -57.8% |
| 3Y | +204.2% | +81.3% | +122.9% | +97.2% |
| All | +242.5% | +114.9% | +127.6% | +79.0% |
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 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