+229.3%
APLD vs FTV
+57.3%
+172.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.9% |
| 7D | +2.7% | +3.9% | -1.2% | -0.8% |
| 30D | -21.4% | +18.7% | -40.1% | -33.3% |
| 3M | -47.8% | +10.0% | -57.9% | -52.5% |
| 6M | -64.9% | +14.6% | -79.4% | -69.7% |
| YTD | -34.9% | +23.4% | -58.3% | -50.7% |
| 1Y | -30.7% | +31.3% | -62.0% | -52.1% |
| 3Y | +305.3% | +39.8% | +265.5% | +154.1% |
| All | +229.3% | +57.3% | +172.0% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling