+243.9%
APLD vs FOXA
+83.9%
+160.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -29.6% | +7.9% | -37.5% | -31.9% |
| 3M | -42.6% | +6.7% | -49.3% | -44.6% |
| 6M | -59.6% | +7.5% | -67.1% | -62.2% |
| YTD | -32.0% | -6.9% | -25.0% | -30.9% |
| 1Y | -46.9% | +2.2% | -49.2% | -49.6% |
| 3Y | +255.7% | +131.4% | +124.2% | +44.8% |
| All | +243.9% | +83.9% | +160.0% | +60.6% |
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