+459.6%
APLD vs FOXA
+74.3%
+385.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.2% |
| 7D | +9.0% | -5.4% | +14.4% | +11.6% |
| 30D | -6.6% | +1.1% | -7.7% | -7.3% |
| 3M | -35.2% | -6.1% | -29.1% | -34.5% |
| 6M | +0.4% | +8.2% | -7.8% | -7.6% |
| YTD | +10.7% | -11.8% | +22.5% | +15.7% |
| 1Y | +78.6% | +9.9% | +68.6% | +56.8% |
| 3Y | +423.9% | +110.7% | +313.2% | +129.4% |
| All | +459.6% | +74.3% | +385.3% | +168.9% |
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