+354.6%
APLD vs MDLZ
+5.7%
+348.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.4% |
| 7D | +7.8% | -1.0% | +8.8% | +7.5% |
| 30D | -23.0% | +7.9% | -30.9% | -21.3% |
| 3M | -39.7% | +8.9% | -48.6% | -38.4% |
| 6M | -59.8% | +10.5% | -70.3% | -59.0% |
| YTD | -27.0% | +27.1% | -54.1% | -26.6% |
| 1Y | -37.3% | +20.9% | -58.2% | -37.0% |
| All | +354.6% | +5.7% | +348.9% | +380.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling