+190.1%
APLD vs MAR
+122.8%
+67.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.9% |
| 7D | -12.7% | +4.3% | -17.0% | -15.1% |
| 30D | -34.7% | +16.8% | -51.5% | -40.7% |
| 3M | -46.1% | +16.0% | -62.1% | -51.0% |
| 6M | -64.9% | +16.5% | -81.3% | -68.5% |
| YTD | -36.6% | +35.0% | -71.6% | -48.2% |
| 1Y | -50.0% | +49.4% | -99.3% | -62.4% |
| 3Y | +190.1% | +124.1% | +66.0% | +46.5% |
| All | +190.1% | +122.8% | +67.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling