-8.0%
APLD vs FLEX
+70.9%
-78.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.9% |
| 7D | +4.1% | -0.9% | +5.0% | +4.7% |
| 30D | -11.7% | -10.1% | -1.6% | -5.7% |
| 3M | -40.3% | -31.3% | -8.9% | -27.0% |
| 6M | -8.0% | +71.3% | -79.2% | -48.5% |
| All | -8.0% | +70.9% | -78.9% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling