+192.2%
APLD vs FICO
+74.7%
+117.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.9% | -15.6% | -14.9% |
| 7D | -27.0% | -0.3% | -26.7% | -27.0% |
| 30D | -44.1% | +1.7% | -45.8% | -44.7% |
| 3M | -52.6% | -35.2% | -17.4% | -48.5% |
| 6M | -64.5% | -33.7% | -30.8% | -64.0% |
| YTD | -42.2% | -58.2% | +15.9% | -29.6% |
| 1Y | -57.2% | -56.6% | -0.6% | -49.1% |
| 3Y | +159.5% | -24.0% | +183.5% | +89.2% |
| All | +192.2% | +74.7% | +117.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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