+443.7%
APLD vs GFS
-15.5%
+459.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | +0.8% |
| 7D | +4.1% | +1.0% | +3.1% | +3.5% |
| 30D | -11.7% | -8.6% | -3.1% | -6.8% |
| 3M | -40.3% | -46.5% | +6.3% | -11.5% |
| 6M | -8.0% | -4.8% | -3.1% | -5.8% |
| YTD | +7.5% | +29.7% | -22.1% | -11.0% |
| 1Y | +84.0% | +35.8% | +48.2% | +46.7% |
| 3Y | +356.2% | -18.3% | +374.6% | +387.3% |
| All | +443.7% | -15.5% | +459.2% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling