+443.7%
APLD vs FLR
+91.3%
+352.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +3.6% |
| 7D | +4.1% | +5.4% | -1.4% | -0.4% |
| 30D | -11.7% | +11.4% | -23.1% | -21.2% |
| 3M | -40.3% | +11.4% | -51.7% | -45.8% |
| 6M | -8.0% | +16.6% | -24.6% | -20.3% |
| YTD | +7.5% | +41.7% | -34.2% | -20.4% |
| 1Y | +84.0% | +35.4% | +48.6% | +42.7% |
| 3Y | +356.2% | +57.3% | +298.9% | +188.3% |
| All | +443.7% | +91.3% | +352.4% | +178.6% |
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