-52.6%
APLD vs FPS
-53.3%
+0.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -18.9% | +4.2% | -3.2% |
| 7D | -27.0% | -35.8% | +8.8% | -5.8% |
| 30D | -44.1% | -56.0% | +11.9% | -12.2% |
| 3M | -52.6% | -52.7% | +0.1% | -22.7% |
| All | -52.6% | -53.3% | +0.7% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3mo: compounded portfolio wealth divided by compounded FPS 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…
3mo analysis · Full analysis span regression · Available span rolling