+53.8%
APLD vs GM
+50.1%
+3.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +0.2% | -2.4% | +2.6% | +1.2% |
| 30D | -15.2% | -1.1% | -14.1% | -15.0% |
| 3M | -36.3% | +6.1% | -42.4% | -39.0% |
| 6M | -7.4% | +15.0% | -22.3% | -13.7% |
| YTD | +7.7% | +6.0% | +1.8% | +0.2% |
| 1Y | +53.8% | +47.1% | +6.7% | +86.3% |
| All | +53.8% | +50.1% | +3.7% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling