+192.2%
APLD vs FGI
-39.9%
+232.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -55.6% |
| 6M | -64.5% | -2.8% | -61.7% | -65.8% |
| YTD | -42.2% | +30.1% | -72.3% | -47.9% |
| 1Y | -57.2% | +50.2% | -107.3% | -62.0% |
| 3Y | +159.5% | -0.4% | +160.0% | +112.3% |
| All | +192.2% | -39.9% | +232.1% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling