+305.3%
APLD vs IT
-53.3%
+358.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.7% |
| 7D | +2.7% | +1.1% | +1.6% | +2.8% |
| 30D | -21.4% | -1.8% | -19.6% | -21.7% |
| 3M | -47.8% | +4.8% | -52.7% | -47.6% |
| 6M | -64.9% | +33.0% | -97.9% | -64.0% |
| YTD | -34.9% | -23.8% | -11.0% | -29.1% |
| 1Y | -30.7% | -16.5% | -14.2% | -26.5% |
| 3Y | +305.3% | -53.6% | +359.0% | +365.0% |
| All | +305.3% | -53.3% | +358.6% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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