+243.9%
APLD vs FLEX
+505.0%
-261.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +1.8% |
| 7D | -6.3% | -13.6% | +7.3% | +4.4% |
| 30D | -29.6% | -36.5% | +6.9% | -1.1% |
| 3M | -42.6% | -36.4% | -6.2% | -19.6% |
| 6M | -59.6% | -46.5% | -13.1% | -36.7% |
| YTD | -32.0% | +25.9% | -57.9% | -49.0% |
| 1Y | -46.9% | +19.6% | -66.5% | -58.5% |
| 3Y | +255.7% | +287.0% | -31.4% | +3.4% |
| All | +243.9% | +505.0% | -261.1% | -52.1% |
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