+444.7%
APLD vs MCK
+179.0%
+265.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.2% | -2.9% | +3.1% | -0.7% |
| 30D | -15.2% | +0.4% | -15.6% | -15.0% |
| 3M | -36.3% | +12.1% | -48.4% | -33.5% |
| 6M | -7.4% | -5.4% | -1.9% | -6.3% |
| YTD | +7.7% | +7.8% | 0.0% | +13.0% |
| 1Y | +53.8% | +22.9% | +30.8% | +65.4% |
| 3Y | +407.1% | +110.7% | +296.4% | +345.8% |
| All | +444.7% | +179.0% | +265.7% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling