+459.6%
APLD vs MO
+72.5%
+387.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.2% |
| 7D | +9.0% | -2.4% | +11.4% | +8.7% |
| 30D | -6.6% | +3.6% | -10.2% | -6.3% |
| 3M | -35.2% | -3.7% | -31.5% | -35.8% |
| 6M | +0.4% | +4.5% | -4.1% | -2.0% |
| YTD | +10.7% | +21.5% | -10.8% | +4.7% |
| 1Y | +78.6% | +9.5% | +69.0% | +72.4% |
| 3Y | +423.9% | +93.6% | +330.4% | +255.4% |
| All | +459.6% | +72.5% | +387.0% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling