-46.5%
APLD vs GILD
+45.2%
-91.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -6.0% |
| 7D | -18.5% | +9.6% | -28.1% | -17.3% |
| 30D | -32.8% | +20.6% | -53.4% | -31.5% |
| 3M | -46.9% | +29.7% | -76.6% | -46.2% |
| 6M | -53.4% | +33.1% | -86.5% | -52.7% |
| YTD | -32.3% | +44.7% | -77.0% | -24.3% |
| 1Y | -46.5% | +45.4% | -91.9% | -39.0% |
| All | -46.5% | +45.2% | -91.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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