-68.0%
APLD vs FIG
-4.7%
-63.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -16.7% | +2.0% | -17.3% |
| 7D | -27.0% | -17.4% | -9.6% | -29.1% |
| 30D | -44.1% | -15.9% | -28.2% | -45.5% |
| 3M | -52.6% | -34.5% | -18.1% | -56.3% |
| All | -68.0% | -4.7% | -63.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 6mo: compounded portfolio wealth divided by compounded FIG 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…
6mo analysis · Full analysis span regression · 6 months rolling