+269.3%
APLD vs MAR
+172.7%
+96.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.2% |
| 7D | +7.8% | +1.0% | +6.8% | +7.1% |
| 30D | -23.0% | +16.2% | -39.2% | -32.9% |
| 3M | -39.7% | +23.1% | -62.7% | -50.2% |
| 6M | -59.8% | +22.0% | -81.8% | -67.3% |
| YTD | -27.0% | +39.2% | -66.1% | -47.5% |
| 1Y | -37.3% | +48.3% | -85.6% | -58.5% |
| 3Y | +281.9% | +123.4% | +158.5% | +50.7% |
| All | +269.3% | +172.7% | +96.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling