+269.3%
APLD vs FDS
-17.2%
+286.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.6% | +7.3% |
| 7D | +7.8% | -2.1% | +10.0% | +7.9% |
| 30D | -23.0% | +16.0% | -39.0% | -23.8% |
| 3M | -39.7% | +18.8% | -58.5% | -40.5% |
| 6M | -59.8% | +54.1% | -113.9% | -63.0% |
| YTD | -27.0% | +17.0% | -44.0% | -25.8% |
| 1Y | -37.3% | +25.5% | -62.8% | -39.5% |
| 3Y | +281.9% | -23.3% | +305.2% | +383.2% |
| All | +269.3% | -17.2% | +286.5% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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