+305.3%
APLD vs MGY
+23.9%
+281.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -6.3% |
| 7D | +2.7% | +4.5% | -1.8% | +1.2% |
| 30D | -21.4% | -0.4% | -21.0% | -21.5% |
| 3M | -47.8% | -4.3% | -43.5% | -47.7% |
| 6M | -64.9% | -12.9% | -52.0% | -63.9% |
| YTD | -34.9% | +15.2% | -50.1% | -46.3% |
| 1Y | -30.7% | +10.3% | -41.1% | -41.2% |
| 3Y | +305.3% | +23.6% | +281.7% | +176.1% |
| All | +305.3% | +23.9% | +281.4% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling