+220.6%
APLD vs GD
+58.6%
+162.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.4% | +10.3% |
| 7D | -12.7% | -5.0% | -7.7% | -8.5% |
| 30D | -34.7% | +8.9% | -43.6% | -39.9% |
| 3M | -46.1% | -8.0% | -38.1% | -42.5% |
| 6M | -64.9% | +2.9% | -67.8% | -66.8% |
| YTD | -36.6% | +7.1% | -43.7% | -41.8% |
| 1Y | -50.0% | +5.9% | -55.9% | -53.7% |
| 3Y | +190.1% | +53.9% | +136.3% | +74.7% |
| All | +220.6% | +58.6% | +162.0% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling