+244.7%
APLD vs M
+21.3%
+223.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.1% | -0.6% | +5.1% |
| 7D | +3.1% | +2.5% | +0.5% | +2.1% |
| 30D | -29.4% | +10.1% | -39.4% | -31.7% |
| 3M | -42.8% | -0.9% | -41.8% | -43.0% |
| 6M | -59.5% | +30.2% | -89.6% | -63.2% |
| YTD | -31.8% | +16.3% | -48.1% | -36.1% |
| 1Y | -46.0% | +27.0% | -73.0% | -50.9% |
| 3Y | +252.0% | +154.5% | +97.5% | +122.3% |
| All | +244.7% | +21.3% | +223.4% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling