+243.9%
APLD vs KEY
+32.1%
+211.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -6.3% | +0.5% | -6.9% | -6.4% |
| 30D | -29.6% | +6.9% | -36.4% | -32.6% |
| 3M | -42.6% | -5.0% | -37.6% | -40.8% |
| 6M | -59.6% | +0.7% | -60.3% | -59.9% |
| YTD | -32.0% | +6.5% | -38.4% | -34.9% |
| 1Y | -46.9% | +22.6% | -69.6% | -53.6% |
| 3Y | +255.7% | +125.3% | +130.3% | +109.7% |
| All | +243.9% | +32.1% | +211.8% | +222.5% |
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