+443.7%
APLD vs MO
+75.1%
+368.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.7% |
| 7D | +4.1% | +0.3% | +3.7% | +4.1% |
| 30D | -11.7% | +0.6% | -12.4% | -11.5% |
| 3M | -40.3% | -1.0% | -39.3% | -40.8% |
| 6M | -8.0% | +4.3% | -12.3% | -9.8% |
| YTD | +7.5% | +23.3% | -15.7% | +1.9% |
| 1Y | +84.0% | +10.5% | +73.6% | +78.2% |
| 3Y | +356.2% | +96.3% | +260.0% | +209.9% |
| All | +443.7% | +75.1% | +368.6% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling