-35.8%
APLD vs ICE
+18.5%
-54.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -5.9% |
| 7D | +19.6% | +2.2% | +17.4% | +20.6% |
| 30D | -24.5% | +13.7% | -38.2% | -20.5% |
| 3M | -45.6% | +17.9% | -63.5% | -42.4% |
| 6M | -61.4% | +15.0% | -76.4% | -58.5% |
| YTD | -30.9% | +10.9% | -41.8% | -28.9% |
| 1Y | -35.8% | +17.0% | -52.8% | -35.0% |
| All | -35.8% | +18.5% | -54.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling