-46.5%
APLD vs GNRC
+17.5%
-64.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.5% | +2.8% | +0.4% |
| 7D | -18.5% | -6.0% | -12.6% | -14.8% |
| 30D | -32.8% | -12.0% | -20.7% | -25.7% |
| 3M | -46.9% | -13.4% | -33.5% | -40.8% |
| 6M | -53.4% | -26.4% | -27.0% | -42.4% |
| YTD | -32.3% | +38.8% | -71.1% | -49.8% |
| 1Y | -46.5% | +20.9% | -67.4% | -56.3% |
| All | -46.5% | +17.5% | -64.1% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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