+78.6%
APLD vs MAGS
+14.5%
+64.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.8% |
| 7D | +9.0% | +0.8% | +8.1% | +7.2% |
| 30D | -6.6% | +0.4% | -7.0% | -7.7% |
| 3M | -35.2% | +5.6% | -40.8% | -41.5% |
| 6M | +0.4% | +12.3% | -11.9% | -19.6% |
| YTD | +10.7% | +5.1% | +5.6% | +0.8% |
| 1Y | +78.6% | +14.0% | +64.6% | +51.4% |
| All | +78.6% | +14.5% | +64.1% | +51.4% |
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 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