+244.7%
APLD vs FND
-34.9%
+279.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.5% | +6.1% |
| 7D | +3.1% | +8.5% | -5.4% | -0.1% |
| 30D | -29.4% | +17.2% | -46.6% | -33.8% |
| 3M | -42.8% | -14.9% | -27.8% | -39.9% |
| 6M | -59.5% | +3.1% | -62.6% | -61.1% |
| YTD | -31.8% | -12.4% | -19.4% | -30.0% |
| 1Y | -46.0% | -10.0% | -36.0% | -45.3% |
| 3Y | +252.0% | -31.3% | +283.3% | +262.2% |
| All | +244.7% | -34.9% | +279.7% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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