+459.4%
APLD vs MAGS
+185.8%
+273.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.3% |
| 7D | +19.6% | +3.0% | +16.6% | +14.6% |
| 30D | -24.5% | -7.3% | -17.1% | -13.2% |
| 3M | -45.6% | +1.7% | -47.3% | -45.9% |
| 6M | -61.4% | -0.4% | -61.0% | -60.0% |
| YTD | -30.9% | +4.4% | -35.3% | -32.3% |
| 1Y | -35.8% | +5.1% | -40.9% | -36.9% |
| 3Y | +261.4% | +122.6% | +138.8% | +39.9% |
| All | +459.4% | +185.8% | +273.6% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling