+483.7%
APLD vs GM
+125.9%
+357.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +9.0% |
| 7D | +16.6% | +0.4% | +16.2% | +16.0% |
| 30D | -3.1% | -1.8% | -1.3% | -2.3% |
| 3M | -30.9% | +2.6% | -33.5% | -32.8% |
| 6M | +12.6% | +14.6% | -1.9% | +1.9% |
| YTD | +15.5% | +6.2% | +9.3% | +10.2% |
| 1Y | +103.5% | +48.7% | +54.8% | +46.2% |
| 3Y | +446.5% | +168.3% | +278.2% | +113.8% |
| All | +483.7% | +125.9% | +357.8% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling