+229.3%
APLD vs FDX
+116.1%
+113.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.4% |
| 7D | +2.7% | +5.2% | -2.5% | +0.5% |
| 30D | -21.4% | +11.3% | -32.7% | -25.1% |
| 3M | -47.8% | -4.1% | -43.7% | -47.1% |
| 6M | -64.9% | +9.6% | -74.5% | -66.4% |
| YTD | -34.9% | +40.9% | -75.8% | -44.0% |
| 1Y | -30.7% | +53.0% | -83.8% | -42.4% |
| 3Y | +305.3% | +74.1% | +231.2% | +198.0% |
| All | +229.3% | +116.1% | +113.2% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling