+249.5%
APLD vs FITB
+63.3%
+186.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -4.6% |
| 7D | +19.6% | +0.8% | +18.8% | +18.9% |
| 30D | -24.5% | +7.3% | -31.8% | -28.7% |
| 3M | -45.6% | -6.3% | -39.3% | -42.8% |
| 6M | -61.4% | +12.6% | -74.0% | -65.5% |
| YTD | -30.9% | +18.0% | -48.9% | -41.0% |
| 1Y | -35.8% | +28.9% | -64.7% | -49.3% |
| 3Y | +261.4% | +139.4% | +122.0% | +54.3% |
| All | +249.5% | +63.3% | +186.2% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling