+770.3%
APLD vs MAGS
+188.2%
+582.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +3.9% |
| 7D | +4.1% | +0.5% | +3.5% | +3.2% |
| 30D | -11.7% | +1.5% | -13.2% | -14.0% |
| 3M | -40.3% | +0.5% | -40.7% | -40.6% |
| 6M | -8.0% | +11.6% | -19.5% | -20.7% |
| YTD | +7.5% | +5.3% | +2.3% | +1.6% |
| 1Y | +84.0% | +14.9% | +69.1% | +54.5% |
| 3Y | +356.2% | +128.9% | +227.3% | +65.8% |
| All | +770.3% | +188.2% | +582.1% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling