+269.3%
APLD vs GM
+134.1%
+135.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.2% |
| 7D | +7.8% | -3.8% | +11.6% | +11.0% |
| 30D | -23.0% | +7.9% | -30.9% | -28.1% |
| 3M | -39.7% | -0.3% | -39.4% | -41.0% |
| 6M | -59.8% | +18.6% | -78.4% | -65.5% |
| YTD | -27.0% | +10.0% | -37.0% | -33.4% |
| 1Y | -37.3% | +25.9% | -63.2% | -48.3% |
| 3Y | +281.9% | +241.2% | +40.7% | +15.5% |
| All | +269.3% | +134.1% | +135.2% | +65.7% |
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