+483.7%
APLD vs GNRC
-28.2%
+511.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +6.5% |
| 7D | +16.6% | +4.8% | +11.7% | +13.4% |
| 30D | -3.1% | -10.4% | +7.3% | +3.3% |
| 3M | -30.9% | -28.5% | -2.4% | -16.5% |
| 6M | +12.6% | -6.8% | +19.4% | +17.0% |
| YTD | +15.5% | +39.5% | -24.0% | -5.0% |
| 1Y | +103.5% | +3.4% | +100.1% | +96.3% |
| 3Y | +446.5% | +65.1% | +381.4% | +320.0% |
| All | +483.7% | -28.2% | +511.9% | +597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling