+220.6%
APLD vs HIG
+97.8%
+122.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.3% | +12.0% | +10.5% |
| 7D | -12.7% | +1.1% | -13.8% | -13.2% |
| 30D | -34.7% | +5.6% | -40.3% | -36.5% |
| 3M | -46.1% | -6.9% | -39.2% | -45.0% |
| 6M | -64.9% | +1.3% | -66.1% | -66.1% |
| YTD | -36.6% | -1.5% | -35.1% | -38.4% |
| 1Y | -50.0% | +6.6% | -56.6% | -54.5% |
| 3Y | +190.1% | +91.2% | +98.9% | +45.4% |
| All | +220.6% | +97.8% | +122.8% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling