+431.5%
APLD vs HALO
+156.3%
+275.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -0.5% | -3.4% | +2.9% | +0.6% |
| 30D | -13.2% | +4.3% | -17.4% | -14.4% |
| 3M | -33.8% | +51.8% | -85.5% | -43.2% |
| 6M | -5.9% | +57.8% | -63.7% | -20.6% |
| YTD | +5.1% | +59.0% | -53.9% | -11.5% |
| 1Y | +51.8% | +41.2% | +10.7% | +32.3% |
| 3Y | +397.7% | +177.8% | +219.8% | +181.4% |
| All | +431.5% | +156.3% | +275.2% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HALO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling