+229.3%
APLD vs HIG
+103.0%
+126.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | -21.4% | +4.2% | -25.6% | -23.1% |
| 3M | -47.8% | +0.2% | -48.0% | -48.3% |
| 6M | -64.9% | +4.6% | -69.5% | -66.5% |
| YTD | -34.9% | +1.1% | -36.0% | -37.3% |
| 1Y | -30.7% | +4.7% | -35.4% | -35.5% |
| 3Y | +305.3% | +95.5% | +209.9% | +102.3% |
| All | +229.3% | +103.0% | +126.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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