+229.3%
APLD vs M
+20.1%
+209.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.2% |
| 7D | +2.7% | +7.0% | -4.3% | +0.6% |
| 30D | -21.4% | +8.9% | -30.3% | -23.8% |
| 3M | -47.8% | +4.5% | -52.3% | -48.9% |
| 6M | -64.9% | +36.2% | -101.1% | -68.6% |
| YTD | -34.9% | +15.1% | -50.0% | -38.8% |
| 1Y | -30.7% | +27.4% | -58.2% | -37.1% |
| 3Y | +305.3% | +160.1% | +145.2% | +152.5% |
| All | +229.3% | +20.1% | +209.2% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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