+220.6%
APLD vs GRMN
+181.3%
+39.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.3% | +10.0% | +9.9% |
| 7D | -12.7% | +4.7% | -17.4% | -15.2% |
| 30D | -34.7% | +3.4% | -38.1% | -36.6% |
| 3M | -46.1% | -5.0% | -41.1% | -45.1% |
| 6M | -64.9% | +18.6% | -83.4% | -69.5% |
| YTD | -36.6% | +42.5% | -79.1% | -51.6% |
| 1Y | -50.0% | +42.3% | -92.3% | -61.6% |
| 3Y | +190.1% | +158.5% | +31.6% | +21.4% |
| All | +220.6% | +181.3% | +39.3% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling