-46.8%
APLD vs MAGS
+4.9%
-51.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +2.6% |
| 7D | +3.1% | +1.3% | +1.8% | +1.1% |
| 30D | -29.4% | -6.3% | -23.0% | -17.3% |
| 3M | -42.8% | -0.1% | -42.7% | -41.5% |
| 6M | -59.5% | -0.8% | -58.7% | -56.5% |
| YTD | -31.8% | +4.7% | -36.6% | -32.8% |
| All | -46.8% | +4.9% | -51.7% | -45.2% |
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