+373.4%
APLD vs FITB
+128.4%
+245.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +4.1% | +0.6% | +3.5% | +3.7% |
| 30D | -11.7% | -4.7% | -7.0% | -8.6% |
| 3M | -40.3% | +6.7% | -46.9% | -43.4% |
| 6M | -8.0% | +12.6% | -20.5% | -16.2% |
| YTD | +7.5% | +19.1% | -11.6% | -7.2% |
| 1Y | +84.0% | +22.6% | +61.4% | +53.4% |
| All | +373.4% | +128.4% | +245.0% | +110.9% |
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