-46.9%
APLD vs MKC
-25.6%
-21.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -2.1% |
| 7D | -6.3% | -2.4% | -3.9% | -7.7% |
| 30D | -29.6% | +5.4% | -34.9% | -26.0% |
| 3M | -42.6% | -11.1% | -31.5% | -46.1% |
| 6M | -59.6% | -1.4% | -58.2% | -59.0% |
| YTD | -32.0% | -29.4% | -2.6% | -46.0% |
| 1Y | -46.9% | -24.7% | -22.2% | -48.9% |
| All | -46.9% | -25.6% | -21.4% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling