+220.6%
APLD vs M
+12.2%
+208.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.6% | +14.3% | +11.1% |
| 7D | -12.7% | -4.3% | -8.4% | -11.8% |
| 30D | -34.7% | +1.3% | -36.0% | -35.3% |
| 3M | -46.1% | -7.4% | -38.7% | -45.3% |
| 6M | -64.9% | +18.3% | -83.2% | -67.2% |
| YTD | -36.6% | +7.6% | -44.2% | -39.2% |
| 1Y | -50.0% | +17.4% | -67.4% | -53.4% |
| 3Y | +190.1% | +108.4% | +81.8% | +98.3% |
| All | +220.6% | +12.2% | +208.4% | +145.8% |
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