+220.6%
APLD vs MOD
+1,109.1%
-888.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.7% | +4.0% | +6.5% |
| 7D | -12.7% | -25.5% | +12.8% | +2.5% |
| 30D | -34.7% | -49.0% | +14.3% | -4.6% |
| 3M | -46.1% | -49.8% | +3.7% | -21.1% |
| 6M | -64.9% | -64.8% | -0.1% | -38.3% |
| YTD | -36.6% | -27.6% | -8.9% | -26.8% |
| 1Y | -50.0% | -35.2% | -14.8% | -38.9% |
| 3Y | +190.1% | +137.1% | +53.0% | +114.8% |
| All | +220.6% | +1,109.1% | -888.5% | +18.3% |
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