+164.4%
APLD vs FGI
+2.3%
+162.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | 0.0% | -14.7% | -14.7% |
| 7D | -27.0% | -11.6% | -15.4% | -26.5% |
| 30D | -44.1% | -3.3% | -40.8% | -44.0% |
| 3M | -52.6% | +65.6% | -118.1% | -55.4% |
| 6M | -64.5% | -2.8% | -61.7% | -65.6% |
| YTD | -42.2% | +30.1% | -72.3% | -47.6% |
| 1Y | -57.2% | +50.2% | -107.3% | -61.7% |
| All | +164.4% | +2.3% | +162.1% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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