-46.5%
APLD vs FANG
+32.3%
-78.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -8.5% |
| 7D | -18.5% | -11.3% | -7.2% | -21.9% |
| 30D | -32.8% | -0.7% | -32.1% | -32.5% |
| 3M | -46.9% | -4.2% | -42.7% | -47.3% |
| 6M | -53.4% | -13.5% | -39.9% | -54.6% |
| YTD | -32.3% | +23.7% | -56.0% | -38.2% |
| 1Y | -46.5% | +34.3% | -80.9% | -55.9% |
| All | -46.5% | +32.3% | -78.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling