+459.6%
APLD vs MDY
+50.9%
+408.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -1.8% |
| 7D | +9.0% | -0.8% | +9.7% | +10.8% |
| 30D | -6.6% | -3.9% | -2.7% | +2.0% |
| 3M | -35.2% | 0.0% | -35.2% | -34.2% |
| 6M | +0.4% | +8.5% | -8.1% | -11.8% |
| YTD | +10.7% | +13.2% | -2.5% | -9.3% |
| 1Y | +78.6% | +15.0% | +63.5% | +41.2% |
| 3Y | +423.9% | +49.6% | +374.4% | +161.5% |
| All | +459.6% | +50.9% | +408.6% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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