+100.7%
APLD vs FIG
-71.6%
+172.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.1% | +1.4% |
| 7D | +4.1% | -16.3% | +20.4% | +2.4% |
| 30D | -11.7% | -14.3% | +2.6% | -12.6% |
| 3M | -40.3% | +7.2% | -47.4% | -38.7% |
| 6M | -8.0% | -18.6% | +10.7% | -4.2% |
| YTD | +7.5% | -35.5% | +43.0% | +15.6% |
| 1Y | +84.0% | -55.8% | +139.8% | +94.1% |
| All | +100.7% | -71.6% | +172.3% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling