+220.6%
APLD vs MET
+62.3%
+158.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.5% | +11.2% | +11.1% |
| 7D | -12.7% | -1.2% | -11.5% | -11.7% |
| 30D | -34.7% | +3.2% | -37.9% | -36.8% |
| 3M | -46.1% | -1.1% | -45.0% | -46.1% |
| 6M | -64.9% | +25.0% | -89.9% | -72.8% |
| YTD | -36.6% | +27.9% | -64.5% | -52.5% |
| 1Y | -50.0% | +32.9% | -82.8% | -64.4% |
| 3Y | +190.1% | +78.8% | +111.3% | +44.9% |
| All | +220.6% | +62.3% | +158.3% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling