+443.7%
APLD vs MKTX
-36.3%
+480.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | -11.7% | +1.1% | -12.8% | -12.1% |
| 3M | -40.3% | +36.1% | -76.4% | -47.8% |
| 6M | -8.0% | -12.9% | +4.9% | -3.9% |
| YTD | +7.5% | -8.5% | +16.1% | +9.0% |
| 1Y | +84.0% | -7.5% | +91.6% | +83.0% |
| 3Y | +356.2% | -28.3% | +384.6% | +388.8% |
| All | +443.7% | -36.3% | +480.1% | +476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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