+443.7%
APLD vs GAP
+101.2%
+342.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +4.1% | -4.5% | +8.5% | +5.4% |
| 30D | -11.7% | +9.0% | -20.8% | -14.9% |
| 3M | -40.3% | +5.0% | -45.3% | -41.9% |
| 6M | -8.0% | -17.8% | +9.9% | -3.9% |
| YTD | +7.5% | -10.4% | +17.9% | +8.9% |
| 1Y | +84.0% | -3.4% | +87.4% | +80.9% |
| 3Y | +356.2% | +111.5% | +244.7% | +215.2% |
| All | +443.7% | +101.2% | +342.5% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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