+443.7%
APLD vs LEN
+22.8%
+420.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +4.1% | -3.2% | +7.3% | +5.8% |
| 30D | -11.7% | -4.9% | -6.8% | -9.7% |
| 3M | -40.3% | -8.5% | -31.8% | -38.0% |
| 6M | -8.0% | -20.7% | +12.7% | +3.1% |
| YTD | +7.5% | -17.4% | +25.0% | +17.6% |
| 1Y | +84.0% | -38.2% | +122.3% | +127.1% |
| 3Y | +356.2% | -24.9% | +381.1% | +347.3% |
| All | +443.7% | +22.8% | +420.9% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling