+431.5%
APLD vs MGY
+17.4%
+414.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -0.5% | +1.8% | -2.3% | -1.6% |
| 30D | -13.2% | +6.5% | -19.7% | -16.7% |
| 3M | -33.8% | +0.3% | -34.1% | -35.7% |
| 6M | -5.9% | -2.4% | -3.5% | -10.6% |
| YTD | +5.1% | +29.0% | -23.8% | -19.6% |
| 1Y | +51.8% | +17.0% | +34.8% | +22.6% |
| 3Y | +397.7% | +26.2% | +371.5% | +264.0% |
| All | +431.5% | +17.4% | +414.2% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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