+249.5%
APLD vs KEY
+32.1%
+217.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.0% |
| 7D | +19.6% | +1.8% | +17.9% | +18.3% |
| 30D | -24.5% | +7.1% | -31.6% | -27.8% |
| 3M | -45.6% | -5.9% | -39.7% | -43.5% |
| 6M | -61.4% | +2.2% | -63.6% | -62.1% |
| YTD | -30.9% | +6.4% | -37.3% | -33.8% |
| 1Y | -35.8% | +24.8% | -60.6% | -44.5% |
| 3Y | +261.4% | +125.2% | +136.2% | +113.3% |
| All | +249.5% | +32.1% | +217.4% | +227.9% |
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