-35.8%
APLD vs MAR
+46.9%
-82.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +19.6% | +1.8% | +17.9% | +19.0% |
| 30D | -24.5% | +14.3% | -38.8% | -27.7% |
| 3M | -45.6% | +20.0% | -65.6% | -48.8% |
| 6M | -61.4% | +21.7% | -83.2% | -64.4% |
| YTD | -30.9% | +37.7% | -68.6% | -33.4% |
| 1Y | -35.8% | +46.8% | -82.6% | -34.4% |
| All | -35.8% | +46.9% | -82.8% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling