+420.9%
APLD vs KEYS
+148.6%
+272.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.4% |
| 7D | +9.0% | +2.9% | +6.0% | +6.2% |
| 30D | -6.6% | -1.3% | -5.3% | -5.2% |
| 3M | -35.2% | -0.1% | -35.1% | -35.0% |
| 6M | +0.4% | +17.4% | -17.0% | -12.3% |
| YTD | +10.7% | +62.9% | -52.2% | -31.6% |
| 1Y | +78.6% | +95.7% | -17.2% | -9.3% |
| All | +420.9% | +148.6% | +272.3% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling