-46.5%
APLD vs FISV
-4.0%
-42.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.2% | -13.0% | -4.9% |
| 7D | -18.5% | +29.6% | -48.2% | -11.2% |
| 30D | -32.8% | +34.5% | -67.2% | -25.6% |
| 3M | -46.9% | +11.2% | -58.1% | -44.6% |
| 6M | -53.4% | -1.2% | -52.2% | -50.2% |
| YTD | -32.3% | -7.6% | -24.6% | -28.9% |
| 1Y | -46.5% | -3.7% | -42.8% | -46.0% |
| All | -46.5% | -4.0% | -42.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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