+305.3%
APLD vs FLR
+35.7%
+269.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -4.9% |
| 7D | +2.7% | +5.4% | -2.7% | -1.3% |
| 30D | -21.4% | +2.8% | -24.3% | -22.0% |
| 3M | -47.8% | -6.4% | -41.4% | -44.5% |
| 6M | -64.9% | +8.8% | -73.7% | -66.8% |
| YTD | -34.9% | +23.6% | -58.5% | -44.7% |
| 1Y | -30.7% | +13.8% | -44.5% | -37.3% |
| 3Y | +305.3% | +36.5% | +268.9% | +214.0% |
| All | +305.3% | +35.7% | +269.7% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling