+446.5%
APLD vs MO
+95.5%
+351.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +6.8% |
| 7D | +16.6% | -2.0% | +18.6% | +15.3% |
| 30D | -3.1% | -0.3% | -2.9% | -2.8% |
| 3M | -30.9% | -2.9% | -27.9% | -31.1% |
| 6M | +12.6% | +5.8% | +6.8% | +15.6% |
| YTD | +15.5% | +22.0% | -6.5% | +23.7% |
| 1Y | +103.5% | +10.7% | +92.8% | +112.3% |
| 3Y | +446.5% | +94.4% | +352.2% | +443.0% |
| All | +446.5% | +95.5% | +351.0% | +443.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling