+431.5%
APLD vs MCO
+46.9%
+384.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.5% | -3.5% | -3.8% |
| 7D | -0.5% | -7.3% | +6.8% | +5.5% |
| 30D | -13.2% | -1.7% | -11.5% | -12.6% |
| 3M | -33.8% | +3.9% | -37.7% | -37.9% |
| 6M | -5.9% | +3.8% | -9.7% | -12.9% |
| YTD | +5.1% | -7.9% | +13.0% | +6.0% |
| 1Y | +51.8% | -6.8% | +58.7% | +48.4% |
| 3Y | +397.7% | +40.9% | +356.7% | +190.3% |
| All | +431.5% | +46.9% | +384.6% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling