+192.2%
APLD vs FN
+200.5%
-8.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -14.2% | -0.4% | -6.4% |
| 7D | -27.0% | -16.0% | -11.0% | -18.9% |
| 30D | -44.1% | -40.1% | -4.0% | -24.7% |
| 3M | -52.6% | -43.9% | -8.7% | -35.0% |
| 6M | -64.5% | -55.6% | -8.8% | -45.1% |
| YTD | -42.2% | -35.7% | -6.6% | -29.7% |
| 1Y | -57.2% | -39.8% | -17.3% | -45.5% |
| 3Y | +159.5% | +80.3% | +79.3% | +86.1% |
| All | +192.2% | +200.5% | -8.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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