+269.3%
APLD vs EXPE
+45.5%
+223.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +6.3% |
| 7D | +7.8% | -17.8% | +25.6% | +17.6% |
| 30D | -23.0% | -3.2% | -19.7% | -23.4% |
| 3M | -39.7% | -19.0% | -20.7% | -35.7% |
| 6M | -59.8% | +17.7% | -77.6% | -65.3% |
| YTD | -27.0% | -7.8% | -19.2% | -31.1% |
| 1Y | -37.3% | -1.4% | -36.0% | -43.7% |
| 3Y | +281.9% | +121.9% | +159.9% | +74.0% |
| All | +269.3% | +45.5% | +223.8% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling