+192.2%
APLD vs MOD
+1,043.8%
-851.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.3% | -7.4% | -10.6% |
| 7D | -27.0% | -34.2% | +7.2% | -8.1% |
| 30D | -44.1% | -51.9% | +7.8% | -15.7% |
| 3M | -52.6% | -53.0% | +0.5% | -28.0% |
| 6M | -64.5% | -66.4% | +1.9% | -36.1% |
| YTD | -42.2% | -31.5% | -10.7% | -31.2% |
| 1Y | -57.2% | -39.6% | -17.6% | -45.7% |
| 3Y | +159.5% | +116.8% | +42.7% | +100.3% |
| All | +192.2% | +1,043.8% | -851.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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