-64.9%
APLD vs MCO
+14.2%
-79.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.9% |
| 30D | -21.4% | +9.8% | -31.2% | -17.2% |
| 3M | -47.8% | +4.3% | -52.1% | -46.4% |
| 6M | -64.9% | +16.5% | -81.4% | -63.0% |
| All | -64.9% | +14.2% | -79.1% | -63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling