+443.7%
APLD vs MKC
-43.4%
+487.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +1.8% |
| 7D | +4.1% | -5.9% | +9.9% | +4.3% |
| 30D | -11.7% | -0.9% | -10.8% | -11.9% |
| 3M | -40.3% | +12.7% | -53.0% | -41.6% |
| 6M | -8.0% | -19.3% | +11.3% | -4.0% |
| YTD | +7.5% | -22.2% | +29.7% | +12.7% |
| 1Y | +84.0% | -23.3% | +107.4% | +92.6% |
| 3Y | +356.2% | -30.0% | +386.2% | +385.8% |
| All | +443.7% | -43.4% | +487.1% | +497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling