+229.3%
APLD vs EXPE
+44.5%
+184.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.3% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -21.4% | -6.1% | -15.3% | -20.7% |
| 3M | -47.8% | -21.3% | -26.5% | -43.6% |
| 6M | -64.9% | +19.0% | -83.9% | -69.8% |
| YTD | -34.9% | -8.4% | -26.4% | -38.4% |
| 1Y | -30.7% | -2.8% | -28.0% | -37.3% |
| 3Y | +305.3% | +120.8% | +184.6% | +85.0% |
| All | +229.3% | +44.5% | +184.8% | +29.3% |
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