+443.7%
APLD vs ICE
+36.9%
+406.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.3% |
| 7D | +4.1% | -0.7% | +4.7% | +4.5% |
| 30D | -11.7% | +7.6% | -19.3% | -17.1% |
| 3M | -40.3% | +13.9% | -54.2% | -47.0% |
| 6M | -8.0% | -2.4% | -5.6% | -7.2% |
| YTD | +7.5% | +0.3% | +7.3% | +3.0% |
| 1Y | +84.0% | -6.4% | +90.4% | +87.8% |
| 3Y | +356.2% | +43.1% | +313.1% | +171.9% |
| All | +443.7% | +36.9% | +406.8% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling