+305.3%
APLD vs FND
-39.5%
+344.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -5.1% |
| 7D | +2.7% | -6.8% | +9.5% | +5.0% |
| 30D | -21.4% | +8.0% | -29.4% | -23.8% |
| 3M | -47.8% | -18.9% | -28.9% | -44.6% |
| 6M | -64.9% | +4.7% | -69.6% | -66.3% |
| YTD | -34.9% | -21.6% | -13.3% | -31.0% |
| 1Y | -30.7% | -22.0% | -8.7% | -26.6% |
| 3Y | +305.3% | -40.4% | +345.8% | +232.0% |
| All | +305.3% | -39.5% | +344.9% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling