+249.5%
APLD vs FE
+19.6%
+229.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +19.6% | -0.3% | +19.9% | +19.7% |
| 30D | -24.5% | +3.9% | -28.3% | -25.5% |
| 3M | -45.6% | -0.1% | -45.5% | -45.7% |
| 6M | -61.4% | +6.1% | -67.5% | -62.4% |
| YTD | -30.9% | +8.1% | -38.9% | -33.4% |
| 1Y | -35.8% | +4.4% | -40.2% | -37.4% |
| 3Y | +261.4% | +49.0% | +212.4% | +172.9% |
| All | +249.5% | +19.6% | +229.8% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling