-30.7%
APLD vs MNST
+32.0%
-62.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.0% | -7.7% | -5.6% |
| 7D | +2.7% | +1.6% | +1.1% | +2.8% |
| 30D | -21.4% | +5.1% | -26.5% | -21.9% |
| 3M | -47.8% | -0.5% | -47.4% | -47.7% |
| 6M | -64.9% | +8.1% | -73.0% | -66.3% |
| YTD | -34.9% | +21.2% | -56.1% | -41.3% |
| 1Y | -30.7% | +30.7% | -61.5% | -36.0% |
| All | -30.7% | +32.0% | -62.8% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 1y: compounded portfolio wealth divided by compounded MNST 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…
1y analysis · Full analysis span regression · 6 months rolling