-46.5%
APLD vs GFS
+15.5%
-62.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.9% | -0.8% | -2.1% |
| 7D | -18.5% | -12.5% | -6.0% | -9.4% |
| 30D | -32.8% | -16.9% | -15.8% | -22.3% |
| 3M | -46.9% | -22.3% | -24.6% | -35.9% |
| 6M | -53.4% | -40.2% | -13.2% | -35.5% |
| YTD | -32.3% | +16.0% | -48.2% | -53.5% |
| 1Y | -46.5% | +17.7% | -64.2% | -63.2% |
| All | -46.5% | +15.5% | -62.0% | -63.2% |
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