+220.6%
APLD vs FDS
-19.0%
+239.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.7% | +13.4% | +9.8% |
| 7D | -12.7% | -0.5% | -12.2% | -12.8% |
| 30D | -34.7% | +20.2% | -54.9% | -35.6% |
| 3M | -46.1% | +19.9% | -66.0% | -47.0% |
| 6M | -64.9% | +56.2% | -121.0% | -68.0% |
| YTD | -36.6% | +14.6% | -51.1% | -35.6% |
| 1Y | -50.0% | +31.6% | -81.6% | -53.8% |
| 3Y | +190.1% | -23.8% | +213.9% | +261.8% |
| All | +220.6% | -19.0% | +239.6% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling