+443.7%
APLD vs FAST
+95.3%
+348.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +4.1% | -0.4% | +4.4% | +4.3% |
| 30D | -11.7% | -0.8% | -10.9% | -11.5% |
| 3M | -40.3% | +5.8% | -46.0% | -43.1% |
| 6M | -8.0% | +8.0% | -15.9% | -14.4% |
| YTD | +7.5% | +25.6% | -18.1% | -11.8% |
| 1Y | +84.0% | +0.8% | +83.2% | +77.4% |
| 3Y | +356.2% | +86.1% | +270.1% | +141.8% |
| All | +443.7% | +95.3% | +348.5% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling