+444.7%
APLD vs GILD
+170.9%
+273.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.7% |
| 7D | +0.2% | -4.8% | +5.0% | +1.6% |
| 30D | -15.2% | +5.8% | -21.0% | -16.9% |
| 3M | -36.3% | +14.9% | -51.2% | -39.6% |
| 6M | -7.4% | -0.4% | -7.0% | -7.6% |
| YTD | +7.7% | +18.5% | -10.8% | +1.5% |
| 1Y | +53.8% | +25.1% | +28.7% | +41.0% |
| 3Y | +407.1% | +105.9% | +301.2% | +219.0% |
| All | +444.7% | +170.9% | +273.8% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling