+483.7%
APLD vs KEYS
+126.7%
+357.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +5.5% |
| 7D | +16.6% | +4.4% | +12.1% | +11.8% |
| 30D | -3.1% | -2.2% | -0.9% | -0.8% |
| 3M | -30.9% | +0.5% | -31.4% | -31.0% |
| 6M | +12.6% | +22.4% | -9.8% | -6.3% |
| YTD | +15.5% | +64.1% | -48.6% | -31.2% |
| 1Y | +103.5% | +97.0% | +6.6% | -1.2% |
| 3Y | +446.5% | +152.0% | +294.5% | +105.4% |
| All | +483.7% | +126.7% | +357.0% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling