+84.0%
APLD vs FDX
+80.8%
+3.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.0% |
| 7D | +4.1% | -2.5% | +6.6% | +5.2% |
| 30D | -11.7% | +3.8% | -15.5% | -13.4% |
| 3M | -40.3% | -1.3% | -39.0% | -40.1% |
| 6M | -8.0% | +5.0% | -13.0% | -14.3% |
| YTD | +7.5% | +39.6% | -32.1% | +11.4% |
| 1Y | +84.0% | +81.1% | +2.9% | +168.3% |
| All | +84.0% | +80.8% | +3.2% | +168.3% |
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