+269.3%
APLD vs MMM
+78.0%
+191.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.5% |
| 7D | +7.8% | -2.6% | +10.4% | +10.0% |
| 30D | -23.0% | +17.4% | -40.4% | -31.7% |
| 3M | -39.7% | +3.6% | -43.3% | -41.6% |
| 6M | -59.8% | +33.0% | -92.9% | -67.6% |
| YTD | -27.0% | +19.6% | -46.6% | -36.2% |
| 1Y | -37.3% | +14.0% | -51.4% | -43.5% |
| 3Y | +281.9% | +164.3% | +117.6% | +77.1% |
| All | +269.3% | +78.0% | +191.3% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling