+446.5%
APLD vs KR
+37.0%
+409.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.7% | +6.5% |
| 7D | +16.6% | -1.3% | +17.8% | +16.1% |
| 30D | -3.1% | +1.5% | -4.6% | -2.3% |
| 3M | -30.9% | -8.5% | -22.3% | -31.8% |
| 6M | +12.6% | -21.9% | +34.5% | +8.2% |
| YTD | +15.5% | -6.9% | +22.3% | +13.6% |
| 1Y | +103.5% | -14.0% | +117.5% | +99.9% |
| 3Y | +446.5% | +30.3% | +416.2% | +423.6% |
| All | +446.5% | +37.0% | +409.5% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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