+443.7%
APLD vs EXPE
+66.9%
+376.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.6% |
| 7D | +4.1% | -9.5% | +13.6% | +9.1% |
| 30D | -11.7% | -6.6% | -5.1% | -9.3% |
| 3M | -40.3% | +31.4% | -71.7% | -49.5% |
| 6M | -8.0% | +35.2% | -43.1% | -24.8% |
| YTD | +7.5% | +5.8% | +1.7% | -2.0% |
| 1Y | +84.0% | +38.7% | +45.3% | +37.1% |
| 3Y | +356.2% | +175.8% | +180.4% | +85.3% |
| All | +443.7% | +66.9% | +376.8% | +105.7% |
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