+192.2%
APLD vs FIVE
+36.3%
+155.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.3% | -10.4% | -13.1% |
| 7D | -27.0% | -1.7% | -25.3% | -26.5% |
| 30D | -44.1% | +14.9% | -59.0% | -47.1% |
| 3M | -52.6% | +7.6% | -60.2% | -54.3% |
| 6M | -64.5% | +6.4% | -70.9% | -66.0% |
| YTD | -42.2% | +28.1% | -70.3% | -48.4% |
| 1Y | -57.2% | +54.7% | -111.9% | -64.5% |
| 3Y | +159.5% | +36.1% | +123.5% | +107.5% |
| All | +192.2% | +36.3% | +155.8% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling