+394.8%
APLD vs MCK
+112.2%
+282.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -5.9% |
| 7D | -0.5% | -4.4% | +3.9% | -3.6% |
| 30D | -13.2% | -2.2% | -11.0% | -14.4% |
| 3M | -33.8% | +11.6% | -45.3% | -26.7% |
| 6M | -5.9% | -4.9% | -1.0% | -5.8% |
| YTD | +5.1% | +7.7% | -2.6% | +17.2% |
| 1Y | +51.8% | +25.2% | +26.6% | +93.2% |
| All | +394.8% | +112.2% | +282.7% | +972.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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