+164.4%
APLD vs MNST
+72.2%
+92.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.9% | -12.8% | -14.4% |
| 7D | -27.0% | +3.2% | -30.2% | -27.5% |
| 30D | -44.1% | +10.6% | -54.7% | -45.4% |
| 3M | -52.6% | +1.3% | -53.8% | -52.8% |
| 6M | -64.5% | +26.2% | -90.7% | -67.4% |
| YTD | -42.2% | +24.8% | -67.0% | -46.9% |
| 1Y | -57.2% | +40.9% | -98.1% | -62.1% |
| All | +164.4% | +72.2% | +92.2% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling