+269.3%
APLD vs FOXA
+85.6%
+183.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.0% |
| 7D | +7.8% | -2.4% | +10.2% | +9.1% |
| 30D | -23.0% | +8.6% | -31.6% | -25.7% |
| 3M | -39.7% | +9.9% | -49.6% | -42.5% |
| 6M | -59.8% | +0.8% | -60.7% | -60.9% |
| YTD | -27.0% | -6.1% | -20.9% | -26.0% |
| 1Y | -37.3% | +3.3% | -40.6% | -40.8% |
| 3Y | +281.9% | +133.5% | +148.4% | +55.0% |
| All | +269.3% | +85.6% | +183.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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