+243.9%
APLD vs MMM
+78.5%
+165.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -6.3% | +7.0% | -13.3% | -10.9% |
| 30D | -29.6% | +18.4% | -47.9% | -37.9% |
| 3M | -42.6% | +4.5% | -47.1% | -44.8% |
| 6M | -59.6% | +33.4% | -93.0% | -67.5% |
| YTD | -32.0% | +20.0% | -51.9% | -40.7% |
| 1Y | -46.9% | +15.0% | -62.0% | -52.5% |
| 3Y | +255.7% | +165.0% | +90.7% | +64.6% |
| All | +243.9% | +78.5% | +165.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling