+244.7%
APLD vs MMM
+77.8%
+167.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.3% |
| 7D | +3.1% | +5.8% | -2.7% | -1.3% |
| 30D | -29.4% | +17.9% | -47.3% | -37.6% |
| 3M | -42.8% | +3.6% | -46.4% | -44.6% |
| 6M | -59.5% | +32.9% | -92.4% | -67.3% |
| YTD | -31.8% | +19.5% | -51.3% | -40.4% |
| 1Y | -46.0% | +16.5% | -62.6% | -52.1% |
| 3Y | +252.0% | +167.2% | +84.8% | +61.7% |
| All | +244.7% | +77.8% | +167.0% | +95.0% |
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