-50.0%
APLD vs KEY
+24.1%
-74.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.3% | +10.2% |
| 7D | -12.7% | -1.3% | -11.4% | -11.8% |
| 30D | -34.7% | +5.1% | -39.8% | -37.5% |
| 3M | -46.1% | -7.1% | -39.0% | -42.5% |
| 6M | -64.9% | -4.4% | -60.5% | -63.7% |
| YTD | -36.6% | +4.0% | -40.6% | -43.0% |
| 1Y | -50.0% | +23.4% | -73.4% | -64.4% |
| All | -50.0% | +24.1% | -74.1% | -64.4% |
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