-46.5%
APLD vs EXPE
+48.9%
-95.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +10.5% | -17.3% | -5.5% |
| 7D | -18.5% | +14.6% | -33.2% | -17.2% |
| 30D | -32.8% | +21.4% | -54.2% | -31.6% |
| 3M | -46.9% | +1.4% | -48.3% | -46.2% |
| 6M | -53.4% | +28.6% | -82.0% | -53.5% |
| YTD | -32.3% | +12.1% | -44.4% | -34.6% |
| 1Y | -46.5% | +50.0% | -96.5% | -49.2% |
| All | -46.5% | +48.9% | -95.4% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling