+84.0%
APLD vs MDLZ
+3.3%
+80.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.7% |
| 7D | +4.1% | -1.7% | +5.8% | +3.4% |
| 30D | -11.7% | -2.1% | -9.6% | -12.4% |
| 3M | -40.3% | +1.3% | -41.6% | -40.5% |
| 6M | -8.0% | +6.2% | -14.2% | -10.0% |
| YTD | +7.5% | +15.8% | -8.2% | +2.7% |
| 1Y | +84.0% | +4.1% | +79.9% | +76.1% |
| All | +84.0% | +3.3% | +80.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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