+164.4%
APLD vs KEY
+107.3%
+57.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.7% | -12.0% | -12.6% |
| 7D | -27.0% | -2.5% | -24.5% | -25.5% |
| 30D | -44.1% | +4.1% | -48.2% | -45.8% |
| 3M | -52.6% | -8.4% | -44.2% | -49.5% |
| 6M | -64.5% | -2.3% | -62.2% | -64.0% |
| YTD | -42.2% | +4.6% | -46.8% | -44.5% |
| 1Y | -57.2% | +24.6% | -81.7% | -63.8% |
| All | +164.4% | +107.3% | +57.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling