+220.6%
APLD vs GAP
+94.2%
+126.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.1% | +13.9% | +10.9% |
| 7D | -12.7% | -3.8% | -9.0% | -11.9% |
| 30D | -34.7% | -9.0% | -25.7% | -33.1% |
| 3M | -46.1% | +5.5% | -51.6% | -47.7% |
| 6M | -64.9% | -11.1% | -53.8% | -64.3% |
| YTD | -36.6% | -13.6% | -23.0% | -35.4% |
| 1Y | -50.0% | -2.9% | -47.1% | -51.0% |
| 3Y | +190.1% | +69.6% | +120.5% | +118.2% |
| All | +220.6% | +94.2% | +126.5% | +72.8% |
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