+243.9%
APLD vs FLR
+71.8%
+172.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -6.3% | +5.1% | -11.4% | -9.4% |
| 30D | -29.6% | -0.5% | -29.1% | -28.3% |
| 3M | -42.6% | -3.5% | -39.1% | -40.4% |
| 6M | -59.6% | +16.5% | -76.0% | -64.0% |
| YTD | -32.0% | +27.3% | -59.3% | -44.3% |
| 1Y | -46.9% | +10.6% | -57.6% | -51.1% |
| 3Y | +255.7% | +39.4% | +216.3% | +152.3% |
| All | +243.9% | +71.8% | +172.1% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling