+249.5%
APLD vs FISV
-37.6%
+287.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.6% | -4.5% |
| 7D | +19.6% | -2.0% | +21.6% | +20.2% |
| 30D | -24.5% | +31.8% | -56.3% | -29.4% |
| 3M | -45.6% | +19.3% | -64.9% | -48.1% |
| 6M | -61.4% | +12.1% | -73.5% | -63.1% |
| YTD | -30.9% | -8.4% | -22.4% | -30.3% |
| 1Y | -35.8% | -4.5% | -31.3% | -36.5% |
| 3Y | +261.4% | -49.4% | +310.8% | +223.0% |
| All | +249.5% | -37.6% | +287.1% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling