-46.8%
APLD vs KEY
+22.7%
-69.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +5.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.6% |
| 30D | -29.4% | +7.2% | -36.6% | -33.6% |
| 3M | -42.8% | -4.9% | -37.9% | -40.0% |
| 6M | -59.5% | +1.1% | -60.5% | -60.4% |
| YTD | -31.8% | +6.8% | -38.6% | -40.5% |
| All | -46.8% | +22.7% | -69.5% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling