+243.9%
APLD vs MKC
-48.7%
+292.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.3% |
| 7D | -6.3% | -2.4% | -3.9% | -6.4% |
| 30D | -29.6% | +5.4% | -34.9% | -29.8% |
| 3M | -42.6% | -11.1% | -31.5% | -42.4% |
| 6M | -59.6% | -1.4% | -58.2% | -60.1% |
| YTD | -32.0% | -29.4% | -2.6% | -28.5% |
| 1Y | -46.9% | -24.7% | -22.2% | -45.5% |
| 3Y | +255.7% | -21.8% | +277.5% | +236.1% |
| All | +243.9% | -48.7% | +292.6% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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