+305.3%
APLD vs LEN
-25.9%
+331.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | -5.8% | +8.5% | +4.4% |
| 30D | -21.4% | +13.7% | -35.1% | -26.0% |
| 3M | -47.8% | -3.9% | -44.0% | -48.0% |
| 6M | -64.9% | -0.4% | -64.5% | -65.5% |
| YTD | -34.9% | -16.8% | -18.0% | -32.3% |
| 1Y | -30.7% | -29.5% | -1.3% | -25.5% |
| 3Y | +305.3% | -25.6% | +330.9% | +170.8% |
| All | +305.3% | -25.9% | +331.2% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling