+483.7%
APLD vs FLEX
+808.9%
-325.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +4.1% |
| 7D | +16.6% | +7.0% | +9.6% | +11.0% |
| 30D | -3.1% | -5.8% | +2.7% | +1.3% |
| 3M | -30.9% | -24.2% | -6.6% | -16.0% |
| 6M | +12.6% | +90.8% | -78.2% | -38.6% |
| YTD | +15.5% | +89.2% | -73.7% | -36.1% |
| 1Y | +103.5% | +104.7% | -1.2% | +5.9% |
| 3Y | +446.5% | +478.1% | -31.6% | +17.5% |
| All | +483.7% | +808.9% | -325.2% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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