+413.2%
APLD vs MAGS
+180.2%
+233.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.0% | +8.7% | +8.1% |
| 7D | -12.7% | -1.4% | -11.3% | -10.2% |
| 30D | -34.7% | -8.4% | -26.3% | -23.8% |
| 3M | -46.1% | -1.5% | -44.6% | -43.8% |
| 6M | -64.9% | -1.4% | -63.5% | -63.1% |
| YTD | -36.6% | +2.4% | -39.0% | -36.1% |
| 1Y | -50.0% | +3.5% | -53.5% | -49.7% |
| 3Y | +190.1% | +125.3% | +64.8% | +9.7% |
| All | +413.2% | +180.2% | +233.0% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling