+249.5%
APLD vs GM
+127.1%
+122.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -3.3% |
| 7D | +19.6% | -3.4% | +23.1% | +22.4% |
| 30D | -24.5% | +2.7% | -27.1% | -26.8% |
| 3M | -45.6% | -0.4% | -45.2% | -46.7% |
| 6M | -61.4% | +13.3% | -74.7% | -65.7% |
| YTD | -30.9% | +6.8% | -37.6% | -35.6% |
| 1Y | -35.8% | +21.1% | -56.9% | -45.6% |
| 3Y | +261.4% | +231.0% | +30.4% | +11.7% |
| All | +249.5% | +127.1% | +122.4% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling