-37.3%
APLD vs GM
+26.1%
-63.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.2% |
| 7D | +7.8% | -3.8% | +11.6% | +10.6% |
| 30D | -23.0% | +7.9% | -30.9% | -27.8% |
| 3M | -39.7% | -0.3% | -39.4% | -40.4% |
| 6M | -59.8% | +18.6% | -78.4% | -66.8% |
| YTD | -27.0% | +10.0% | -37.0% | -38.1% |
| 1Y | -37.3% | +25.9% | -63.2% | -46.5% |
| All | -37.3% | +26.1% | -63.4% | -46.5% |
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