+305.3%
APLD vs FTV
+39.2%
+266.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.9% |
| 7D | +2.7% | +3.9% | -1.2% | +0.2% |
| 30D | -21.4% | +18.7% | -40.1% | -29.8% |
| 3M | -47.8% | +10.0% | -57.9% | -51.0% |
| 6M | -64.9% | +14.6% | -79.4% | -68.1% |
| YTD | -34.9% | +23.4% | -58.3% | -45.9% |
| 1Y | -30.7% | +31.3% | -62.0% | -46.6% |
| 3Y | +305.3% | +39.8% | +265.5% | +287.1% |
| All | +305.3% | +39.2% | +266.1% | +287.1% |
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