+84.0%
APLD vs GD
+13.1%
+70.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.7% |
| 7D | +4.1% | -5.3% | +9.3% | +7.1% |
| 30D | -11.7% | -6.4% | -5.3% | -8.7% |
| 3M | -40.3% | +5.7% | -46.0% | -42.9% |
| 6M | -8.0% | -0.9% | -7.0% | -5.5% |
| YTD | +7.5% | +8.2% | -0.6% | +7.5% |
| 1Y | +84.0% | +13.4% | +70.6% | +115.0% |
| All | +84.0% | +13.1% | +70.9% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling