-46.5%
APLD vs MAGS
+5.9%
-52.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -9.0% | -11.3% |
| 7D | -18.5% | -1.4% | -17.2% | -16.2% |
| 30D | -32.8% | -4.4% | -28.4% | -25.4% |
| 3M | -46.9% | +1.9% | -48.8% | -48.4% |
| 6M | -53.4% | +4.9% | -58.3% | -56.5% |
| YTD | -32.3% | +6.5% | -38.8% | -37.2% |
| 1Y | -46.5% | +6.3% | -52.8% | -49.5% |
| All | -46.5% | +5.9% | -52.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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