+243.9%
APLD vs MDY
+50.6%
+193.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.5% |
| 7D | -6.3% | 0.0% | -6.4% | -5.4% |
| 30D | -29.6% | +1.0% | -30.5% | -29.9% |
| 3M | -42.6% | -4.1% | -38.5% | -35.7% |
| 6M | -59.6% | +0.6% | -60.2% | -58.4% |
| YTD | -32.0% | +12.9% | -44.9% | -42.8% |
| 1Y | -46.9% | +14.6% | -61.6% | -56.4% |
| 3Y | +255.7% | +57.1% | +198.6% | +61.9% |
| All | +243.9% | +50.6% | +193.4% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling