+192.2%
APLD vs KEY
+29.8%
+162.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.7% | -12.0% | -12.9% |
| 7D | -27.0% | -2.5% | -24.5% | -25.7% |
| 30D | -44.1% | +4.1% | -48.2% | -45.6% |
| 3M | -52.6% | -8.4% | -44.2% | -49.9% |
| 6M | -64.5% | -2.3% | -62.2% | -64.0% |
| YTD | -42.2% | +4.6% | -46.8% | -44.0% |
| 1Y | -57.2% | +24.6% | -81.7% | -62.9% |
| 3Y | +159.5% | +112.8% | +46.8% | +58.5% |
| All | +192.2% | +29.8% | +162.4% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling