+269.3%
APLD vs FIVE
+41.7%
+227.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.8% |
| 7D | +7.8% | -0.5% | +8.3% | +8.3% |
| 30D | -23.0% | +17.4% | -40.4% | -27.7% |
| 3M | -39.7% | +7.0% | -46.7% | -41.7% |
| 6M | -59.8% | +20.5% | -80.3% | -63.3% |
| YTD | -27.0% | +33.1% | -60.1% | -35.8% |
| 1Y | -37.3% | +67.1% | -104.4% | -49.5% |
| 3Y | +281.9% | +41.9% | +240.0% | +200.6% |
| All | +269.3% | +41.7% | +227.6% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling