+431.5%
APLD vs GRAB
-12.0%
+443.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.5% |
| 7D | -0.5% | -12.0% | +11.5% | +5.7% |
| 30D | -13.2% | -19.5% | +6.3% | -3.8% |
| 3M | -33.8% | -8.0% | -25.8% | -31.7% |
| 6M | -5.9% | -22.2% | +16.3% | +6.1% |
| YTD | +5.1% | -39.7% | +44.8% | +33.9% |
| 1Y | +51.8% | -43.2% | +95.0% | +99.2% |
| 3Y | +397.7% | -19.1% | +416.8% | +430.7% |
| All | +431.5% | -12.0% | +443.5% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling