+269.3%
APLD vs KEY
+32.8%
+236.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.1% |
| 7D | +7.8% | -0.5% | +8.3% | +8.6% |
| 30D | -23.0% | +6.7% | -29.7% | -26.2% |
| 3M | -39.7% | -4.6% | -35.1% | -37.9% |
| 6M | -59.8% | +2.6% | -62.4% | -60.6% |
| YTD | -27.0% | +7.0% | -33.9% | -30.3% |
| 1Y | -37.3% | +23.5% | -60.8% | -45.4% |
| 3Y | +281.9% | +126.4% | +155.5% | +124.5% |
| All | +269.3% | +32.8% | +236.5% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling