+249.5%
APLD vs MO
+101.2%
+148.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.2% |
| 7D | +19.6% | +0.4% | +19.2% | +19.7% |
| 30D | -24.5% | +8.9% | -33.4% | -23.3% |
| 3M | -45.6% | +23.0% | -68.6% | -44.1% |
| 6M | -61.4% | +15.0% | -76.4% | -61.0% |
| YTD | -30.9% | +41.7% | -72.6% | -33.1% |
| 1Y | -35.8% | +43.3% | -79.1% | -38.1% |
| 3Y | +261.4% | +143.2% | +118.2% | +137.6% |
| All | +249.5% | +101.2% | +148.3% | +149.3% |
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