+190.1%
APLD vs FCEL
-74.5%
+264.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +11.5% | -1.8% | +6.3% |
| 7D | -12.7% | -11.2% | -1.5% | -9.1% |
| 30D | -34.7% | -45.8% | +11.1% | -21.5% |
| 3M | -46.1% | -51.0% | +4.9% | -34.5% |
| 6M | -64.9% | -22.2% | -42.6% | -64.6% |
| YTD | -36.6% | +36.3% | -72.8% | -46.5% |
| 1Y | -50.0% | +29.0% | -79.0% | -57.8% |
| 3Y | +190.1% | -70.9% | +261.0% | +186.2% |
| All | +190.1% | -74.5% | +264.6% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling