-30.7%
APLD vs FAST
+38.3%
-69.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -5.8% |
| 7D | +2.7% | +4.2% | -1.5% | +2.6% |
| 30D | -21.4% | +6.7% | -28.1% | -21.4% |
| 3M | -47.8% | +8.0% | -55.9% | -47.9% |
| 6M | -64.9% | +27.4% | -92.3% | -65.6% |
| YTD | -34.9% | +40.5% | -75.4% | -39.7% |
| 1Y | -30.7% | +38.4% | -69.1% | -35.8% |
| All | -30.7% | +38.3% | -69.1% | -35.8% |
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