+190.1%
APLD vs GRMN
+160.2%
+29.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.3% | +10.0% | +9.8% |
| 7D | -12.7% | +4.7% | -17.4% | -14.4% |
| 30D | -34.7% | +3.4% | -38.1% | -35.9% |
| 3M | -46.1% | -5.0% | -41.1% | -45.3% |
| 6M | -64.9% | +18.6% | -83.4% | -68.0% |
| YTD | -36.6% | +42.5% | -79.1% | -47.2% |
| 1Y | -50.0% | +42.3% | -92.3% | -58.2% |
| 3Y | +190.1% | +158.5% | +31.6% | +54.4% |
| All | +190.1% | +160.2% | +29.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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