-35.8%
APLD vs FAST
+38.4%
-74.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +19.6% | +5.0% | +14.6% | +19.4% |
| 30D | -24.5% | +8.6% | -33.0% | -24.6% |
| 3M | -45.6% | +6.9% | -52.5% | -45.7% |
| 6M | -61.4% | +29.6% | -91.0% | -62.6% |
| YTD | -30.9% | +41.4% | -72.3% | -37.6% |
| 1Y | -35.8% | +38.5% | -74.3% | -42.3% |
| All | -35.8% | +38.4% | -74.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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