+164.4%
APLD vs FAST
+91.5%
+72.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.6% | -14.1% | -14.5% |
| 7D | -27.0% | +0.7% | -27.7% | -27.2% |
| 30D | -44.1% | +4.6% | -48.7% | -45.2% |
| 3M | -52.6% | +6.4% | -58.9% | -53.9% |
| 6M | -64.5% | +20.6% | -85.1% | -67.7% |
| YTD | -42.2% | +34.7% | -76.9% | -51.3% |
| 1Y | -57.2% | +29.7% | -86.8% | -63.2% |
| All | +164.4% | +91.5% | +72.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling