+164.4%
APLD vs MLM
+20.9%
+143.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.2% | -9.5% | -10.7% |
| 7D | -27.0% | -1.2% | -25.8% | -26.3% |
| 30D | -44.1% | +7.9% | -52.0% | -47.7% |
| 3M | -52.6% | -4.5% | -48.1% | -51.1% |
| 6M | -64.5% | -12.6% | -51.8% | -60.9% |
| YTD | -42.2% | -14.9% | -27.3% | -33.9% |
| 1Y | -57.2% | -13.1% | -44.1% | -51.8% |
| All | +164.4% | +20.9% | +143.4% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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