+249.5%
APLD vs FLR
+68.7%
+180.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -3.6% |
| 7D | +19.6% | +10.1% | +9.5% | +10.9% |
| 30D | -24.5% | -0.5% | -24.0% | -23.0% |
| 3M | -45.6% | -4.8% | -40.8% | -42.7% |
| 6M | -61.4% | +10.7% | -72.1% | -64.2% |
| YTD | -30.9% | +25.0% | -55.8% | -42.5% |
| 1Y | -35.8% | +8.3% | -44.1% | -39.8% |
| 3Y | +261.4% | +36.8% | +224.6% | +160.4% |
| All | +249.5% | +68.7% | +180.8% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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