+220.6%
APLD vs FE
+18.3%
+202.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.2% | +10.1% |
| 7D | -12.7% | -1.0% | -11.7% | -12.6% |
| 30D | -34.7% | +4.1% | -38.8% | -35.7% |
| 3M | -46.1% | -1.0% | -45.1% | -46.1% |
| 6M | -64.9% | +4.0% | -68.9% | -65.6% |
| YTD | -36.6% | +6.8% | -43.4% | -38.8% |
| 1Y | -50.0% | +5.3% | -55.3% | -51.5% |
| 3Y | +190.1% | +44.6% | +145.5% | +123.0% |
| All | +220.6% | +18.3% | +202.3% | +252.8% |
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