-46.5%
APLD vs MCO
+9.9%
-56.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.9% | -11.6% | -4.7% |
| 7D | -18.5% | +10.7% | -29.2% | -15.0% |
| 30D | -32.8% | +17.9% | -50.6% | -28.4% |
| 3M | -46.9% | +9.5% | -56.3% | -44.7% |
| 6M | -53.4% | +18.1% | -71.4% | -50.4% |
| YTD | -32.3% | +4.1% | -36.4% | -31.6% |
| 1Y | -46.5% | +9.3% | -55.8% | -45.5% |
| All | -46.5% | +9.9% | -56.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling