+244.7%
APLD vs LEN
+35.4%
+209.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +6.1% |
| 7D | +3.1% | +0.6% | +2.5% | +2.1% |
| 30D | -29.4% | +19.4% | -48.8% | -36.3% |
| 3M | -42.8% | +4.5% | -47.3% | -45.3% |
| 6M | -59.5% | +4.9% | -64.4% | -61.4% |
| YTD | -31.8% | -8.9% | -22.9% | -30.5% |
| 1Y | -46.0% | -23.0% | -23.1% | -40.9% |
| 3Y | +252.0% | -16.7% | +268.7% | +221.7% |
| All | +244.7% | +35.4% | +209.3% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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