+459.6%
APLD vs HIG
+101.6%
+358.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.4% |
| 7D | +9.0% | -0.5% | +9.4% | +9.1% |
| 30D | -6.6% | -2.8% | -3.8% | -5.7% |
| 3M | -35.2% | +6.3% | -41.6% | -38.2% |
| 6M | +0.4% | -0.1% | +0.5% | -1.4% |
| YTD | +10.7% | +0.4% | +10.3% | +7.4% |
| 1Y | +78.6% | +6.2% | +72.3% | +63.7% |
| 3Y | +423.9% | +101.6% | +322.3% | +152.3% |
| All | +459.6% | +101.6% | +358.0% | +172.3% |
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