+148.2%
APLD vs GLXY
-35.4%
+183.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.4% | -2.2% |
| 7D | +19.6% | +16.9% | +2.7% | +8.3% |
| 30D | -24.5% | -23.0% | -1.5% | -11.8% |
| 3M | -45.6% | -28.0% | -17.6% | -34.4% |
| 6M | -61.4% | -51.6% | -9.8% | -41.7% |
| YTD | -30.9% | -32.1% | +1.2% | -18.1% |
| 1Y | -35.8% | -51.5% | +15.6% | -9.4% |
| All | +148.2% | -35.4% | +183.6% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling