+403.2%
APLD vs MAGS
+133.5%
+269.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +3.9% |
| 7D | +4.1% | +0.5% | +3.5% | +3.3% |
| 30D | -11.7% | +1.5% | -13.2% | -13.9% |
| 3M | -40.3% | +0.5% | -40.7% | -40.6% |
| 6M | -8.0% | +11.6% | -19.5% | -20.3% |
| YTD | +7.5% | +5.3% | +2.3% | +1.8% |
| 1Y | +84.0% | +14.9% | +69.1% | +55.6% |
| All | +403.2% | +133.5% | +269.7% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling