+305.3%
APLD vs GRMN
+155.8%
+149.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.4% |
| 7D | +2.7% | -0.9% | +3.6% | +3.2% |
| 30D | -21.4% | +1.2% | -22.6% | -22.0% |
| 3M | -47.8% | -8.9% | -38.9% | -46.1% |
| 6M | -64.9% | +23.0% | -87.9% | -68.6% |
| YTD | -34.9% | +41.2% | -76.1% | -45.4% |
| 1Y | -30.7% | +47.5% | -78.2% | -43.1% |
| 3Y | +305.3% | +155.8% | +149.6% | +121.3% |
| All | +305.3% | +155.8% | +149.5% | +121.3% |
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