+220.6%
APLD vs FND
-37.5%
+258.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.2% | +9.9% |
| 7D | -12.7% | +7.7% | -20.4% | -15.4% |
| 30D | -34.7% | +11.9% | -46.5% | -37.8% |
| 3M | -46.1% | -14.6% | -31.6% | -43.6% |
| 6M | -64.9% | +0.5% | -65.3% | -66.0% |
| YTD | -36.6% | -15.8% | -20.8% | -34.1% |
| 1Y | -50.0% | -12.9% | -37.0% | -48.7% |
| 3Y | +190.1% | -34.2% | +224.3% | +202.6% |
| All | +220.6% | -37.5% | +258.1% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling