+242.5%
APLD vs MLM
+56.2%
+186.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -8.7% |
| 7D | -18.5% | +9.1% | -27.7% | -25.1% |
| 30D | -32.8% | +14.6% | -47.4% | -40.9% |
| 3M | -46.9% | +0.3% | -47.2% | -47.8% |
| 6M | -53.4% | -7.5% | -45.9% | -51.5% |
| YTD | -32.3% | -10.2% | -22.0% | -26.4% |
| 1Y | -46.5% | -10.5% | -36.0% | -41.9% |
| 3Y | +204.2% | +27.8% | +176.4% | +132.7% |
| All | +242.5% | +56.2% | +186.2% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling