+483.7%
APLD vs FTV
+30.9%
+452.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +8.1% |
| 7D | +16.6% | -0.4% | +16.9% | +16.9% |
| 30D | -3.1% | -8.3% | +5.2% | +5.1% |
| 3M | -30.9% | -7.4% | -23.5% | -26.5% |
| 6M | +12.6% | -1.2% | +13.8% | +11.6% |
| YTD | +15.5% | +2.7% | +12.8% | +4.4% |
| 1Y | +103.5% | +18.4% | +85.1% | +48.2% |
| 3Y | +446.5% | -2.0% | +448.6% | +424.1% |
| All | +483.7% | +30.9% | +452.8% | +174.8% |
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