+190.1%
APLD vs FTV
+33.2%
+156.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.8% | +9.8% |
| 7D | -12.7% | +0.2% | -12.9% | -12.7% |
| 30D | -34.7% | +15.7% | -50.3% | -40.7% |
| 3M | -46.1% | +7.5% | -53.6% | -48.7% |
| 6M | -64.9% | +8.5% | -73.3% | -66.9% |
| YTD | -36.6% | +18.8% | -55.4% | -46.1% |
| 1Y | -50.0% | +28.5% | -78.5% | -61.4% |
| 3Y | +190.1% | +34.0% | +156.1% | +119.4% |
| All | +190.1% | +33.2% | +156.9% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling