+443.7%
APLD vs FGI
-40.0%
+483.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.8% | +1.4% |
| 7D | +4.1% | +0.5% | +3.5% | +4.0% |
| 30D | -11.7% | +65.4% | -77.1% | -17.2% |
| 3M | -40.3% | +23.5% | -63.8% | -43.1% |
| 6M | -8.0% | +60.5% | -68.5% | -18.2% |
| YTD | +7.5% | +30.0% | -22.5% | -2.7% |
| 1Y | +84.0% | +82.1% | +2.0% | +51.0% |
| 3Y | +356.2% | -4.4% | +360.6% | +275.8% |
| All | +443.7% | -40.0% | +483.7% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling