+443.7%
APLD vs MOD
+2,336.3%
-1,892.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | -0.6% |
| 7D | +4.1% | +9.6% | -5.5% | -1.2% |
| 30D | -11.7% | 0.0% | -11.7% | -11.9% |
| 3M | -40.3% | -35.4% | -4.9% | -24.2% |
| 6M | -8.0% | -7.3% | -0.7% | -5.1% |
| YTD | +7.5% | +45.8% | -38.3% | -15.9% |
| 1Y | +84.0% | +43.1% | +40.9% | +44.7% |
| 3Y | +356.2% | +297.7% | +58.6% | +142.7% |
| All | +443.7% | +2,336.3% | -1,892.6% | +35.9% |
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