+192.2%
APLD vs MLM
+48.2%
+144.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.2% | -9.5% | -10.3% |
| 7D | -27.0% | -1.2% | -25.8% | -26.3% |
| 30D | -44.1% | +7.9% | -52.0% | -48.0% |
| 3M | -52.6% | -4.5% | -48.1% | -51.2% |
| 6M | -64.5% | -12.6% | -51.8% | -61.0% |
| YTD | -42.2% | -14.9% | -27.3% | -34.0% |
| 1Y | -57.2% | -13.1% | -44.1% | -52.0% |
| 3Y | +159.5% | +21.2% | +138.3% | +108.7% |
| All | +192.2% | +48.2% | +144.0% | +59.2% |
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 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