+373.4%
APLD vs GH
+361.0%
+12.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +4.1% | -0.1% | +4.1% | +4.0% |
| 30D | -11.7% | -1.1% | -10.6% | -11.7% |
| 3M | -40.3% | +21.3% | -61.6% | -45.3% |
| 6M | -8.0% | +73.5% | -81.5% | -26.9% |
| YTD | +7.5% | +58.0% | -50.5% | -11.8% |
| 1Y | +84.0% | +163.1% | -79.0% | +21.4% |
| All | +373.4% | +361.0% | +12.4% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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