+420.9%
APLD vs MCO
+42.5%
+378.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | +9.0% | -3.1% | +12.1% | +10.4% |
| 30D | -6.6% | -0.5% | -6.1% | -6.8% |
| 3M | -35.2% | +5.7% | -40.9% | -38.4% |
| 6M | +0.4% | +3.0% | -2.6% | -3.7% |
| YTD | +10.7% | -6.5% | +17.2% | +12.0% |
| 1Y | +78.6% | -5.8% | +84.3% | +77.1% |
| All | +420.9% | +42.5% | +378.4% | +248.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling