+243.9%
APLD vs MO
+97.1%
+146.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | -6.3% | -0.8% | -5.6% | -6.4% |
| 30D | -29.6% | +6.5% | -36.1% | -28.7% |
| 3M | -42.6% | +18.3% | -60.9% | -41.3% |
| 6M | -59.6% | +15.6% | -75.1% | -59.4% |
| YTD | -32.0% | +38.8% | -70.8% | -34.4% |
| 1Y | -46.9% | +41.6% | -88.6% | -49.1% |
| 3Y | +255.7% | +138.2% | +117.4% | +133.1% |
| All | +243.9% | +97.1% | +146.8% | +144.5% |
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