+403.2%
APLD vs MKC
-30.0%
+433.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.6% |
| 7D | +4.1% | -5.9% | +9.9% | +3.0% |
| 30D | -11.7% | -0.9% | -10.8% | -11.8% |
| 3M | -40.3% | +12.7% | -53.0% | -39.7% |
| 6M | -8.0% | -19.3% | +11.3% | -6.3% |
| YTD | +7.5% | -22.2% | +29.7% | +9.6% |
| 1Y | +84.0% | -23.3% | +107.4% | +88.4% |
| All | +403.2% | -30.0% | +433.2% | +491.3% |
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