+420.9%
APLD vs GNRC
+61.2%
+359.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -2.7% |
| 7D | +9.0% | +3.2% | +5.8% | +6.6% |
| 30D | -6.6% | -9.5% | +2.9% | +0.5% |
| 3M | -35.2% | -28.5% | -6.7% | -18.2% |
| 6M | +0.4% | -10.0% | +10.4% | +6.3% |
| YTD | +10.7% | +36.7% | -26.1% | -15.6% |
| 1Y | +78.6% | +2.6% | +76.0% | +67.0% |
| All | +420.9% | +61.2% | +359.8% | +284.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling