+249.5%
APLD vs FDX
+112.9%
+136.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -4.9% |
| 7D | +19.6% | +0.8% | +18.8% | +19.2% |
| 30D | -24.5% | +9.9% | -34.3% | -27.6% |
| 3M | -45.6% | -1.9% | -43.7% | -45.4% |
| 6M | -61.4% | +6.1% | -67.5% | -62.6% |
| YTD | -30.9% | +38.8% | -69.7% | -40.1% |
| 1Y | -35.8% | +50.0% | -85.8% | -46.1% |
| 3Y | +261.4% | +71.0% | +190.4% | +168.0% |
| All | +249.5% | +112.9% | +136.6% | +139.3% |
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 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