-30.7%
APLD vs M
+24.3%
-55.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.2% |
| 7D | +2.7% | +7.0% | -4.3% | +0.7% |
| 30D | -21.4% | +8.9% | -30.3% | -23.7% |
| 3M | -47.8% | +4.5% | -52.3% | -48.8% |
| 6M | -64.9% | +36.2% | -101.1% | -69.4% |
| YTD | -34.9% | +15.1% | -50.0% | -41.8% |
| 1Y | -30.7% | +27.4% | -58.2% | -35.7% |
| All | -30.7% | +24.3% | -55.0% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling