+220.6%
APLD vs KEY
+29.1%
+191.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.3% | +10.1% |
| 7D | -12.7% | -1.3% | -11.4% | -12.0% |
| 30D | -34.7% | +5.1% | -39.8% | -36.9% |
| 3M | -46.1% | -7.1% | -39.0% | -43.6% |
| 6M | -64.9% | -4.4% | -60.5% | -64.0% |
| YTD | -36.6% | +4.0% | -40.6% | -38.4% |
| 1Y | -50.0% | +23.4% | -73.4% | -56.4% |
| 3Y | +190.1% | +113.9% | +76.2% | +76.6% |
| All | +220.6% | +29.1% | +191.5% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling