+459.6%
APLD vs GNRC
-29.6%
+489.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.0% |
| 7D | +9.0% | +3.2% | +5.8% | +7.1% |
| 30D | -6.6% | -9.5% | +2.9% | -1.0% |
| 3M | -35.2% | -28.5% | -6.7% | -21.7% |
| 6M | +0.4% | -10.0% | +10.4% | +6.4% |
| YTD | +10.7% | +36.7% | -26.1% | -7.8% |
| 1Y | +78.6% | +2.6% | +76.0% | +73.3% |
| 3Y | +423.9% | +61.9% | +362.0% | +307.4% |
| All | +459.6% | -29.6% | +489.2% | +577.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling