+373.4%
APLD vs KEY
+122.6%
+250.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +4.1% | +2.2% | +1.9% | +2.3% |
| 30D | -11.7% | -3.0% | -8.7% | -9.5% |
| 3M | -40.3% | +3.3% | -43.6% | -41.7% |
| 6M | -8.0% | +9.2% | -17.2% | -13.6% |
| YTD | +7.5% | +10.6% | -3.1% | -0.8% |
| 1Y | +84.0% | +20.4% | +63.6% | +57.5% |
| All | +373.4% | +122.6% | +250.8% | +129.6% |
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