+164.4%
APLD vs GD
+55.3%
+109.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.3% | -12.4% | -13.1% |
| 7D | -27.0% | -3.9% | -23.1% | -24.8% |
| 30D | -44.1% | +8.1% | -52.2% | -47.2% |
| 3M | -52.6% | -6.8% | -45.8% | -50.4% |
| 6M | -64.5% | +3.0% | -67.5% | -65.9% |
| YTD | -42.2% | +7.8% | -50.0% | -45.9% |
| 1Y | -57.2% | +5.8% | -63.0% | -59.3% |
| All | +164.4% | +55.3% | +109.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling