+190.1%
APLD vs GFS
-27.1%
+217.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.2% | +3.5% | +5.9% |
| 7D | -12.7% | -7.8% | -4.9% | -7.5% |
| 30D | -34.7% | -19.7% | -15.0% | -24.9% |
| 3M | -46.1% | -23.1% | -23.0% | -36.5% |
| 6M | -64.9% | -46.4% | -18.5% | -49.8% |
| YTD | -36.6% | +11.0% | -47.6% | -38.5% |
| 1Y | -50.0% | +12.6% | -62.6% | -51.3% |
| 3Y | +190.1% | -24.9% | +215.1% | +249.8% |
| All | +190.1% | -27.1% | +217.2% | +249.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling