+220.6%
APLD vs GFS
-27.6%
+248.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.2% | +3.5% | +5.6% |
| 7D | -12.7% | -7.8% | -4.9% | -7.1% |
| 30D | -34.7% | -19.7% | -15.0% | -24.0% |
| 3M | -46.1% | -23.1% | -23.0% | -35.6% |
| 6M | -64.9% | -46.4% | -18.5% | -47.8% |
| YTD | -36.6% | +11.0% | -47.6% | -41.3% |
| 1Y | -50.0% | +12.6% | -62.6% | -53.6% |
| 3Y | +190.1% | -24.9% | +215.1% | +225.8% |
| All | +220.6% | -27.6% | +248.2% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling