+269.3%
APLD vs FTV
+57.2%
+212.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.2% |
| 7D | +7.8% | -0.7% | +8.5% | +9.1% |
| 30D | -23.0% | +18.3% | -41.3% | -34.4% |
| 3M | -39.7% | +10.2% | -49.9% | -45.2% |
| 6M | -59.8% | +12.8% | -72.7% | -64.8% |
| YTD | -27.0% | +23.4% | -50.3% | -44.7% |
| 1Y | -37.3% | +31.4% | -68.8% | -56.7% |
| 3Y | +281.9% | +38.7% | +243.2% | +142.7% |
| All | +269.3% | +57.2% | +212.0% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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