+354.6%
APLD vs MMM
+164.6%
+189.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.5% |
| 7D | +7.8% | -2.6% | +10.4% | +9.7% |
| 30D | -23.0% | +17.4% | -40.4% | -30.6% |
| 3M | -39.7% | +3.6% | -43.3% | -41.3% |
| 6M | -59.8% | +33.0% | -92.9% | -66.7% |
| YTD | -27.0% | +19.6% | -46.6% | -35.0% |
| 1Y | -37.3% | +14.0% | -51.4% | -42.8% |
| All | +354.6% | +164.6% | +189.9% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling