+220.6%
APLD vs GE
+488.8%
-268.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.7% | +7.0% | +6.9% |
| 7D | -12.7% | +7.1% | -19.8% | -18.9% |
| 30D | -34.7% | +6.5% | -41.2% | -39.1% |
| 3M | -46.1% | -13.6% | -32.6% | -37.8% |
| 6M | -64.9% | +6.0% | -70.8% | -67.4% |
| YTD | -36.6% | +5.4% | -42.0% | -40.7% |
| 1Y | -50.0% | +6.5% | -56.4% | -53.6% |
| 3Y | +190.1% | +268.6% | -78.5% | -43.6% |
| All | +220.6% | +488.8% | -268.2% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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