+483.7%
APLD vs MKC
-43.6%
+527.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.4% |
| 7D | +16.6% | -4.3% | +20.9% | +16.8% |
| 30D | -3.1% | -2.0% | -1.1% | -3.2% |
| 3M | -30.9% | +10.0% | -40.9% | -32.1% |
| 6M | +12.6% | -18.5% | +31.1% | +17.1% |
| YTD | +15.5% | -22.4% | +37.9% | +21.0% |
| 1Y | +103.5% | -23.6% | +127.1% | +113.1% |
| 3Y | +446.5% | -30.4% | +477.0% | +483.0% |
| All | +483.7% | -43.6% | +527.3% | +541.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling