+443.7%
APLD vs FOXA
+78.6%
+365.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +3.2% |
| 7D | +4.1% | -4.0% | +8.0% | +5.9% |
| 30D | -11.7% | +12.0% | -23.7% | -16.4% |
| 3M | -40.3% | +0.3% | -40.5% | -41.8% |
| 6M | -8.0% | +12.5% | -20.4% | -17.2% |
| YTD | +7.5% | -9.6% | +17.2% | +11.2% |
| 1Y | +84.0% | +8.6% | +75.4% | +63.2% |
| 3Y | +356.2% | +118.5% | +237.7% | +95.0% |
| All | +443.7% | +78.6% | +365.1% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling