+269.3%
APLD vs FLEX
+527.9%
-258.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.8% | +3.6% | +4.5% |
| 7D | +7.8% | +2.2% | +5.6% | +6.3% |
| 30D | -23.0% | -32.6% | +9.7% | +3.6% |
| 3M | -39.7% | -35.5% | -4.2% | -16.4% |
| 6M | -59.8% | -45.6% | -14.3% | -38.0% |
| YTD | -27.0% | +30.7% | -57.7% | -46.7% |
| 1Y | -37.3% | +28.4% | -65.7% | -53.6% |
| 3Y | +281.9% | +301.7% | -19.8% | +8.0% |
| All | +269.3% | +527.9% | -258.6% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling