+459.6%
APLD vs LYFT
-55.6%
+515.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.1% | -1.1% |
| 7D | +9.0% | -14.1% | +23.1% | +14.9% |
| 30D | -6.6% | -13.7% | +7.1% | -1.9% |
| 3M | -35.2% | +7.4% | -42.7% | -37.7% |
| 6M | +0.4% | +8.3% | -7.9% | -4.3% |
| YTD | +10.7% | -23.1% | +33.8% | +18.9% |
| 1Y | +78.6% | -19.0% | +97.5% | +86.4% |
| 3Y | +423.9% | +37.7% | +386.2% | +316.6% |
| All | +459.6% | -55.6% | +515.2% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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