+220.6%
APLD vs EXPE
+45.2%
+175.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.9% | +14.6% | +11.8% |
| 7D | -12.7% | -9.3% | -3.4% | -9.8% |
| 30D | -34.7% | +0.1% | -34.8% | -36.2% |
| 3M | -46.1% | -15.3% | -30.8% | -43.8% |
| 6M | -64.9% | +5.5% | -70.3% | -68.1% |
| YTD | -36.6% | -8.0% | -28.6% | -40.1% |
| 1Y | -50.0% | +18.9% | -68.8% | -60.5% |
| 3Y | +190.1% | +135.5% | +54.6% | +24.9% |
| All | +220.6% | +45.2% | +175.4% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling