+459.6%
APLD vs MCK
+182.2%
+277.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.0% |
| 7D | +9.0% | -3.6% | +12.5% | +7.8% |
| 30D | -6.6% | +1.4% | -8.1% | -6.0% |
| 3M | -35.2% | +13.8% | -49.1% | -32.1% |
| 6M | +0.4% | -5.2% | +5.6% | +1.8% |
| YTD | +10.7% | +9.0% | +1.7% | +16.5% |
| 1Y | +78.6% | +26.9% | +51.7% | +93.3% |
| 3Y | +423.9% | +114.7% | +309.2% | +359.4% |
| All | +459.6% | +182.2% | +277.4% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling