-46.5%
APLD vs FDX
+65.6%
-112.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -8.4% |
| 7D | -18.5% | +8.1% | -26.7% | -22.0% |
| 30D | -32.8% | +13.9% | -46.7% | -37.4% |
| 3M | -46.9% | +5.5% | -52.4% | -48.8% |
| 6M | -53.4% | +15.1% | -68.5% | -57.2% |
| YTD | -32.3% | +43.2% | -75.4% | -41.1% |
| 1Y | -46.5% | +65.0% | -111.6% | -47.0% |
| All | -46.5% | +65.6% | -112.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling