+443.7%
APLD vs FTV
+31.9%
+411.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.7% |
| 7D | +4.1% | -4.5% | +8.6% | +8.8% |
| 30D | -11.7% | -7.1% | -4.7% | -5.4% |
| 3M | -40.3% | -7.2% | -33.1% | -36.6% |
| 6M | -8.0% | -1.5% | -6.5% | -8.3% |
| YTD | +7.5% | +3.5% | +4.1% | -3.5% |
| 1Y | +84.0% | +20.3% | +63.7% | +31.5% |
| 3Y | +356.2% | -3.1% | +359.3% | +346.3% |
| All | +443.7% | +31.9% | +411.8% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling