+242.5%
APLD vs MAS
+89.7%
+152.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.4% | -9.6% |
| 7D | -18.5% | +14.2% | -32.7% | -24.8% |
| 30D | -32.8% | +26.8% | -59.6% | -41.7% |
| 3M | -46.9% | +13.1% | -60.0% | -51.0% |
| 6M | -53.4% | +27.9% | -81.3% | -60.1% |
| YTD | -32.3% | +38.7% | -70.9% | -45.1% |
| 1Y | -46.5% | +40.4% | -86.9% | -57.2% |
| 3Y | +204.2% | +66.1% | +138.1% | +104.8% |
| All | +242.5% | +89.7% | +152.8% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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