+249.5%
APLD vs EXPE
+46.2%
+203.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.8% | -5.6% |
| 7D | +19.6% | -4.2% | +23.8% | +21.6% |
| 30D | -24.5% | -4.5% | -19.9% | -24.4% |
| 3M | -45.6% | -19.7% | -25.9% | -41.7% |
| 6M | -61.4% | +18.3% | -79.7% | -66.7% |
| YTD | -30.9% | -7.3% | -23.5% | -34.9% |
| 1Y | -35.8% | -3.9% | -31.9% | -41.3% |
| 3Y | +261.4% | +123.0% | +138.4% | +64.3% |
| All | +249.5% | +46.2% | +203.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling