+244.7%
APLD vs FCEL
-93.4%
+338.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.6% | -1.1% | +4.8% |
| 7D | +3.1% | +3.0% | 0.0% | +2.6% |
| 30D | -29.4% | -40.0% | +10.6% | -16.6% |
| 3M | -42.8% | -47.0% | +4.3% | -31.1% |
| 6M | -59.5% | -21.0% | -38.4% | -59.8% |
| YTD | -31.8% | +48.0% | -79.8% | -46.0% |
| 1Y | -46.0% | +43.9% | -89.9% | -57.5% |
| 3Y | +252.0% | -67.5% | +319.5% | +248.8% |
| All | +244.7% | -93.4% | +338.1% | +427.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling