-46.5%
APLD vs KEYS
+55.9%
-102.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -0.7% |
| 7D | -18.5% | -14.8% | -3.7% | -4.6% |
| 30D | -32.8% | -25.6% | -7.2% | -10.3% |
| 3M | -46.9% | -16.2% | -30.7% | -36.3% |
| 6M | -53.4% | -18.6% | -34.7% | -43.1% |
| YTD | -32.3% | +40.7% | -72.9% | -50.4% |
| 1Y | -46.5% | +59.6% | -106.1% | -65.0% |
| All | -46.5% | +55.9% | -102.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling