+444.7%
APLD vs FRSH
-34.3%
+479.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.2% | -6.6% | +6.8% | +2.8% |
| 30D | -15.2% | +2.1% | -17.3% | -16.8% |
| 3M | -36.3% | +29.0% | -65.3% | -44.9% |
| 6M | -7.4% | +48.6% | -56.0% | -27.5% |
| YTD | +7.7% | -2.9% | +10.7% | +1.9% |
| 1Y | +53.8% | -7.9% | +61.7% | +48.7% |
| 3Y | +407.1% | -46.5% | +453.6% | +540.1% |
| All | +444.7% | -34.3% | +479.1% | +389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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