+420.9%
APLD vs MGY
+25.3%
+395.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.5% | -4.6% |
| 7D | +9.0% | +1.5% | +7.5% | +8.4% |
| 30D | -6.6% | +6.8% | -13.5% | -9.0% |
| 3M | -35.2% | +2.6% | -37.8% | -36.6% |
| 6M | +0.4% | -3.1% | +3.5% | -2.3% |
| YTD | +10.7% | +29.4% | -18.7% | -11.0% |
| 1Y | +78.6% | +22.3% | +56.2% | +46.4% |
| All | +420.9% | +25.3% | +395.6% | +272.8% |
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