+84.0%
APLD vs GFS
+37.2%
+46.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +0.8% |
| 7D | +4.1% | +1.0% | +3.1% | +3.4% |
| 30D | -11.7% | -8.6% | -3.1% | -6.8% |
| 3M | -40.3% | -46.5% | +6.3% | -12.8% |
| 6M | -8.0% | -4.8% | -3.1% | -5.7% |
| YTD | +7.5% | +29.7% | -22.1% | -3.8% |
| 1Y | +84.0% | +35.8% | +48.2% | +77.0% |
| All | +84.0% | +37.2% | +46.8% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling