+483.7%
APLD vs FANG
+73.1%
+410.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.2% |
| 7D | +16.6% | -1.7% | +18.3% | +17.6% |
| 30D | -3.1% | +6.8% | -9.9% | -6.8% |
| 3M | -30.9% | +1.3% | -32.1% | -32.6% |
| 6M | +12.6% | +11.8% | +0.8% | +0.3% |
| YTD | +15.5% | +35.1% | -19.6% | -10.2% |
| 1Y | +103.5% | +48.9% | +54.6% | +45.8% |
| 3Y | +446.5% | +42.8% | +403.7% | +284.2% |
| All | +483.7% | +73.1% | +410.6% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling