+249.5%
APLD vs GE
+502.7%
-253.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -1.7% |
| 7D | +19.6% | +5.1% | +14.5% | +14.0% |
| 30D | -24.5% | +7.6% | -32.0% | -30.1% |
| 3M | -45.6% | -9.3% | -36.3% | -40.1% |
| 6M | -61.4% | +11.5% | -73.0% | -66.0% |
| YTD | -30.9% | +7.9% | -38.7% | -36.7% |
| 1Y | -35.8% | +7.6% | -43.5% | -41.1% |
| 3Y | +261.4% | +265.9% | -4.4% | -28.0% |
| All | +249.5% | +502.7% | -253.2% | -76.5% |
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