+190.1%
APLD vs MKC
-18.6%
+208.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.3% | +13.1% | +8.6% |
| 7D | -12.7% | +2.3% | -15.1% | -11.7% |
| 30D | -34.7% | +8.1% | -42.8% | -32.7% |
| 3M | -46.1% | -6.4% | -39.7% | -46.5% |
| 6M | -64.9% | +1.8% | -66.6% | -64.3% |
| YTD | -36.6% | -26.9% | -9.7% | -37.2% |
| 1Y | -50.0% | -21.7% | -28.3% | -50.4% |
| 3Y | +190.1% | -18.7% | +208.8% | +148.3% |
| All | +190.1% | -18.6% | +208.7% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling