-46.8%
APLD vs FAST
+36.2%
-83.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.5% | +7.4% |
| 7D | +3.1% | +3.8% | -0.8% | +2.9% |
| 30D | -29.4% | +8.1% | -37.5% | -29.6% |
| 3M | -42.8% | +5.8% | -48.6% | -42.9% |
| 6M | -59.5% | +24.9% | -84.3% | -60.6% |
| YTD | -31.8% | +38.9% | -70.7% | -39.9% |
| All | -46.8% | +36.2% | -83.0% | -52.7% |
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