+255.7%
APLD vs FDX
+73.9%
+181.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -29.6% | +9.5% | -39.1% | -31.8% |
| 3M | -42.6% | -1.3% | -41.3% | -42.5% |
| 6M | -59.6% | +5.5% | -65.1% | -60.4% |
| YTD | -32.0% | +38.9% | -70.8% | -38.4% |
| 1Y | -46.9% | +58.8% | -105.8% | -53.6% |
| 3Y | +255.7% | +71.1% | +184.5% | +95.7% |
| All | +255.7% | +73.9% | +181.8% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling