+373.4%
APLD vs M
+117.7%
+255.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +4.1% | +4.7% | -0.7% | +3.0% |
| 30D | -11.7% | -9.6% | -2.1% | -9.7% |
| 3M | -40.3% | +0.9% | -41.1% | -40.6% |
| 6M | -8.0% | +22.3% | -30.2% | -12.6% |
| YTD | +7.5% | +6.5% | +1.0% | +4.8% |
| 1Y | +84.0% | +38.8% | +45.3% | +69.3% |
| All | +373.4% | +117.7% | +255.7% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling