+443.7%
APLD vs FISV
-46.2%
+489.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -11.7% | -2.1% | -9.7% | -11.5% |
| 3M | -40.3% | -5.7% | -34.5% | -40.0% |
| 6M | -8.0% | -15.3% | +7.4% | -5.2% |
| YTD | +7.5% | -21.1% | +28.6% | +12.7% |
| 1Y | +84.0% | -61.1% | +145.1% | +139.1% |
| 3Y | +356.2% | -56.8% | +413.1% | +329.2% |
| All | +443.7% | -46.2% | +489.9% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling