+243.9%
APLD vs MET
+69.2%
+174.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | -6.3% | +1.8% | -8.1% | -7.7% |
| 30D | -29.6% | +4.8% | -34.4% | -32.7% |
| 3M | -42.6% | +6.2% | -48.8% | -46.2% |
| 6M | -59.6% | +33.8% | -93.4% | -70.7% |
| YTD | -32.0% | +33.3% | -65.3% | -50.9% |
| 1Y | -46.9% | +36.3% | -83.3% | -63.0% |
| 3Y | +255.7% | +84.6% | +171.1% | +73.1% |
| All | +243.9% | +69.2% | +174.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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