+229.3%
APLD vs FRSH
-30.0%
+259.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +4.6% | -1.9% | +0.7% |
| 30D | -21.4% | -7.5% | -14.0% | -19.0% |
| 3M | -47.8% | -0.1% | -47.8% | -48.5% |
| 6M | -64.9% | +54.5% | -119.4% | -72.6% |
| YTD | -34.9% | +3.4% | -38.3% | -40.4% |
| 1Y | -30.7% | +6.4% | -37.1% | -37.3% |
| 3Y | +305.3% | -26.3% | +331.6% | +328.4% |
| All | +229.3% | -30.0% | +259.3% | +186.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling