+252.0%
APLD vs FIVE
+42.1%
+209.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +1.9% | +5.5% |
| 7D | +3.1% | +6.2% | -3.1% | +0.9% |
| 30D | -29.4% | +18.2% | -47.6% | -33.6% |
| 3M | -42.8% | +3.8% | -46.6% | -43.9% |
| 6M | -59.5% | +13.7% | -73.2% | -62.1% |
| YTD | -31.8% | +34.7% | -66.5% | -39.8% |
| 1Y | -46.0% | +66.6% | -112.7% | -55.9% |
| 3Y | +252.0% | +44.3% | +207.7% | +143.9% |
| All | +252.0% | +42.1% | +209.9% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling