-46.5%
APLD vs GLXY
-57.6%
+11.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -17.0% | +10.3% | +4.9% |
| 7D | -18.5% | -26.8% | +8.3% | -0.4% |
| 30D | -32.8% | -38.3% | +5.6% | -8.0% |
| 3M | -46.9% | -36.9% | -10.0% | -29.9% |
| 6M | -53.4% | -52.1% | -1.3% | -26.0% |
| YTD | -32.3% | -37.5% | +5.3% | -21.0% |
| 1Y | -46.5% | -55.2% | +8.7% | -18.0% |
| All | -46.5% | -57.6% | +11.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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