+192.2%
APLD vs MMM
+77.0%
+115.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.2% | -11.5% | -12.6% |
| 7D | -27.0% | +5.9% | -32.9% | -30.2% |
| 30D | -44.1% | +14.7% | -58.8% | -49.6% |
| 3M | -52.6% | +3.6% | -56.1% | -54.1% |
| 6M | -64.5% | +32.7% | -97.2% | -71.3% |
| YTD | -42.2% | +18.9% | -61.1% | -49.3% |
| 1Y | -57.2% | +16.4% | -73.6% | -62.0% |
| 3Y | +159.5% | +159.8% | -0.3% | +22.1% |
| All | +192.2% | +77.0% | +115.2% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling