+431.5%
APLD vs GM
+126.8%
+304.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -7.1% |
| 7D | -0.5% | -1.1% | +0.6% | 0.0% |
| 30D | -13.2% | -3.4% | -9.8% | -11.4% |
| 3M | -33.8% | +8.7% | -42.4% | -38.6% |
| 6M | -5.9% | +15.4% | -21.3% | -15.4% |
| YTD | +5.1% | +6.6% | -1.5% | 0.0% |
| 1Y | +51.8% | +51.5% | +0.3% | +7.5% |
| 3Y | +397.7% | +169.3% | +228.3% | +93.9% |
| All | +431.5% | +126.8% | +304.8% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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