+483.7%
APLD vs FISV
-48.4%
+532.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.0% | +11.4% | +8.4% |
| 7D | +16.6% | -1.6% | +18.1% | +16.9% |
| 30D | -3.1% | -3.0% | -0.2% | -2.7% |
| 3M | -30.9% | -3.5% | -27.3% | -31.3% |
| 6M | +12.6% | -19.4% | +32.0% | +17.3% |
| YTD | +15.5% | -24.3% | +39.7% | +22.2% |
| 1Y | +103.5% | -62.4% | +165.9% | +165.5% |
| 3Y | +446.5% | -58.2% | +504.7% | +413.3% |
| All | +483.7% | -48.4% | +532.1% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling