+443.7%
APLD vs GD
+60.2%
+383.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +3.4% |
| 7D | +4.1% | -5.3% | +9.3% | +9.3% |
| 30D | -11.7% | -6.4% | -5.3% | -6.6% |
| 3M | -40.3% | +5.7% | -46.0% | -44.2% |
| 6M | -8.0% | -0.9% | -7.0% | -8.3% |
| YTD | +7.5% | +8.2% | -0.6% | -1.4% |
| 1Y | +84.0% | +13.4% | +70.6% | +58.9% |
| 3Y | +356.2% | +68.5% | +287.7% | +142.6% |
| All | +443.7% | +60.2% | +383.5% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling