+444.7%
APLD vs KEYS
+130.3%
+314.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | -1.5% |
| 7D | +0.2% | +3.5% | -3.3% | -3.0% |
| 30D | -15.2% | -4.5% | -10.7% | -11.1% |
| 3M | -36.3% | -0.4% | -35.9% | -36.0% |
| 6M | -7.4% | +19.1% | -26.5% | -21.0% |
| YTD | +7.7% | +66.7% | -58.9% | -36.8% |
| 1Y | +53.8% | +96.5% | -42.7% | -25.0% |
| 3Y | +407.1% | +155.2% | +251.9% | +88.4% |
| All | +444.7% | +130.3% | +314.5% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling