-35.8%
APLD vs FIGR
-29.5%
-6.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.1% | -11.5% | -7.7% |
| 7D | +19.6% | +22.8% | -3.2% | +10.5% |
| 30D | -24.5% | -5.8% | -18.7% | -23.0% |
| 3M | -45.6% | -16.3% | -29.3% | -42.5% |
| 6M | -61.4% | -35.0% | -26.4% | -56.3% |
| YTD | -30.9% | -37.1% | +6.3% | -33.2% |
| 1Y | -35.8% | -31.2% | -4.6% | -40.4% |
| All | -35.8% | -29.5% | -6.3% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling