+330.2%
APLD vs FITB
+141.3%
+188.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -4.7% |
| 7D | +19.6% | +0.8% | +18.8% | +19.0% |
| 30D | -24.5% | +7.3% | -31.8% | -28.0% |
| 3M | -45.6% | -6.3% | -39.3% | -43.3% |
| 6M | -61.4% | +12.6% | -74.0% | -64.9% |
| YTD | -30.9% | +18.0% | -48.9% | -39.7% |
| 1Y | -35.8% | +28.9% | -64.7% | -47.5% |
| All | +330.2% | +141.3% | +188.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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