+229.3%
APLD vs FLEX
+496.2%
-266.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -2.7% |
| 7D | +2.7% | +7.5% | -4.8% | -2.8% |
| 30D | -21.4% | -25.3% | +3.9% | -2.1% |
| 3M | -47.8% | -39.7% | -8.2% | -23.9% |
| 6M | -64.9% | -47.9% | -17.0% | -43.9% |
| YTD | -34.9% | +24.1% | -59.0% | -50.5% |
| 1Y | -30.7% | +26.0% | -56.7% | -48.1% |
| 3Y | +305.3% | +282.7% | +22.6% | +19.0% |
| All | +229.3% | +496.2% | -266.9% | -53.5% |
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