+244.7%
APLD vs HIG
+99.1%
+145.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.3% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -29.4% | +4.5% | -33.8% | -31.0% |
| 3M | -42.8% | -5.5% | -37.3% | -41.9% |
| 6M | -59.5% | +3.1% | -62.6% | -61.2% |
| YTD | -31.8% | -0.8% | -31.0% | -33.9% |
| 1Y | -46.0% | +6.1% | -52.1% | -50.6% |
| 3Y | +252.0% | +94.1% | +157.9% | +74.3% |
| All | +244.7% | +99.1% | +145.6% | +67.5% |
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