-33.3%
APLD vs FRMI
-93.9%
+60.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +2.5% |
| 7D | -6.3% | -24.3% | +18.0% | +4.0% |
| 30D | -29.6% | -55.1% | +25.5% | -6.7% |
| 3M | -42.6% | -73.8% | +31.2% | -8.9% |
| 6M | -59.6% | -70.6% | +11.0% | -41.8% |
| YTD | -32.0% | -80.8% | +48.8% | +9.7% |
| 1Y | -46.9% | -93.9% | +47.0% | +14.1% |
| All | -33.3% | -93.9% | +60.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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