+190.1%
APLD vs ICE
+65.6%
+124.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +10.0% |
| 7D | -12.7% | +2.0% | -14.7% | -13.2% |
| 30D | -34.7% | +12.9% | -47.6% | -37.4% |
| 3M | -46.1% | +15.4% | -61.5% | -49.1% |
| 6M | -64.9% | +13.1% | -77.9% | -66.3% |
| YTD | -36.6% | +7.5% | -44.0% | -38.8% |
| 1Y | -50.0% | +18.3% | -68.3% | -55.8% |
| 3Y | +190.1% | +65.9% | +124.2% | +24.5% |
| All | +190.1% | +65.6% | +124.5% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling