+305.3%
APLD vs FISV
-47.4%
+352.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.5% | -5.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | -21.4% | +38.4% | -59.9% | -22.3% |
| 3M | -47.8% | +14.9% | -62.8% | -48.0% |
| 6M | -64.9% | +21.8% | -86.7% | -65.2% |
| YTD | -34.9% | -5.0% | -29.8% | -33.7% |
| 1Y | -30.7% | -1.2% | -29.6% | -30.1% |
| 3Y | +305.3% | -47.5% | +352.9% | +334.7% |
| All | +305.3% | -47.4% | +352.8% | +334.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling