+242.5%
APLD vs MOD
+1,133.5%
-891.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -21.4% | +14.7% | +5.3% |
| 7D | -18.5% | -31.3% | +12.8% | -0.3% |
| 30D | -32.8% | -46.1% | +13.4% | -5.3% |
| 3M | -46.9% | -51.1% | +4.3% | -21.5% |
| 6M | -53.4% | -62.1% | +8.7% | -21.8% |
| YTD | -32.3% | -26.2% | -6.1% | -23.1% |
| 1Y | -46.5% | -32.6% | -14.0% | -36.4% |
| 3Y | +204.2% | +133.8% | +70.4% | +123.9% |
| All | +242.5% | +1,133.5% | -891.1% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling