-46.9%
APLD vs FOXA
+2.8%
-49.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.3% |
| 7D | -6.3% | +0.4% | -6.7% | -6.2% |
| 30D | -29.6% | +7.9% | -37.5% | -28.3% |
| 3M | -42.6% | +6.7% | -49.3% | -41.6% |
| 6M | -59.6% | +7.5% | -67.1% | -57.9% |
| YTD | -32.0% | -6.9% | -25.0% | -29.8% |
| 1Y | -46.9% | +2.2% | -49.2% | -48.8% |
| All | -46.9% | +2.8% | -49.8% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling