+459.6%
APLD vs FISV
-50.6%
+510.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.1% |
| 7D | +9.0% | -6.4% | +15.4% | +10.7% |
| 30D | -6.6% | -6.8% | +0.2% | -5.3% |
| 3M | -35.2% | -10.0% | -25.3% | -34.5% |
| 6M | +0.4% | -20.6% | +21.0% | +4.8% |
| YTD | +10.7% | -27.6% | +38.3% | +18.4% |
| 1Y | +78.6% | -64.3% | +142.9% | +137.0% |
| 3Y | +423.9% | -60.0% | +483.9% | +397.6% |
| All | +459.6% | -50.6% | +510.2% | +273.9% |
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