+164.4%
APLD vs M
+110.5%
+53.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.9% | -8.8% | -13.5% |
| 7D | -27.0% | -2.1% | -24.9% | -26.6% |
| 30D | -44.1% | +7.7% | -51.8% | -45.0% |
| 3M | -52.6% | -4.4% | -48.2% | -52.3% |
| 6M | -64.5% | +27.5% | -92.0% | -66.5% |
| YTD | -42.2% | +12.8% | -55.0% | -44.4% |
| 1Y | -57.2% | +20.7% | -77.9% | -59.3% |
| All | +164.4% | +110.5% | +53.9% | +87.1% |
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