+443.7%
APLD vs MMM
+58.9%
+384.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +4.1% | -3.3% | +7.4% | +6.5% |
| 30D | -11.7% | -7.0% | -4.7% | -7.1% |
| 3M | -40.3% | +10.8% | -51.1% | -44.7% |
| 6M | -8.0% | +5.8% | -13.7% | -11.7% |
| YTD | +7.5% | +6.8% | +0.8% | +2.5% |
| 1Y | +84.0% | +10.4% | +73.6% | +69.1% |
| 3Y | +356.2% | +104.7% | +251.5% | +159.7% |
| All | +443.7% | +58.9% | +384.8% | +235.4% |
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