+220.6%
APLD vs FLR
+58.3%
+162.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.3% | +6.4% | +7.0% |
| 7D | -12.7% | -0.8% | -11.9% | -11.3% |
| 30D | -34.7% | -9.1% | -25.6% | -28.5% |
| 3M | -46.1% | -4.7% | -41.5% | -44.7% |
| 6M | -64.9% | -14.2% | -50.6% | -60.7% |
| YTD | -36.6% | +17.3% | -53.9% | -44.5% |
| 1Y | -50.0% | +4.3% | -54.2% | -51.6% |
| 3Y | +190.1% | +30.7% | +159.4% | +116.0% |
| All | +220.6% | +58.3% | +162.3% | +94.1% |
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 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