+192.2%
APLD vs MP
-32.4%
+224.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.0% | -8.6% | -11.6% |
| 7D | -27.0% | -19.0% | -8.0% | -18.4% |
| 30D | -44.1% | -30.5% | -13.6% | -32.3% |
| 3M | -52.6% | -29.6% | -23.0% | -43.6% |
| 6M | -64.5% | -50.4% | -14.0% | -49.6% |
| YTD | -42.2% | -33.2% | -9.0% | -28.0% |
| 1Y | -57.2% | -38.6% | -18.6% | -44.5% |
| 3Y | +159.5% | +105.5% | +54.0% | +52.3% |
| All | +192.2% | -32.4% | +224.6% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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