+220.6%
APLD vs FLEX
+454.8%
-234.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.6% | +5.2% | +6.3% |
| 7D | -12.7% | -19.3% | +6.6% | +3.1% |
| 30D | -34.7% | -41.5% | +6.8% | -2.3% |
| 3M | -46.1% | -43.1% | -3.0% | -17.7% |
| 6M | -64.9% | -48.2% | -16.6% | -43.5% |
| YTD | -36.6% | +15.5% | -52.1% | -49.1% |
| 1Y | -50.0% | +10.2% | -60.2% | -58.2% |
| 3Y | +190.1% | +256.8% | -66.7% | -10.1% |
| All | +220.6% | +454.8% | -234.2% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling