+252.0%
APLD vs MO
+135.2%
+116.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.2% |
| 7D | +3.1% | -1.8% | +4.8% | +2.0% |
| 30D | -29.4% | +5.8% | -35.2% | -26.0% |
| 3M | -42.8% | +12.7% | -55.5% | -37.1% |
| 6M | -59.5% | +14.8% | -74.2% | -54.9% |
| YTD | -31.8% | +37.8% | -69.7% | -18.8% |
| 1Y | -46.0% | +39.5% | -85.5% | -35.2% |
| 3Y | +252.0% | +136.1% | +115.9% | +258.4% |
| All | +252.0% | +135.2% | +116.8% | +258.4% |
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