+443.7%
APLD vs MS
+203.6%
+240.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | +4.1% | +1.4% | +2.7% | +2.3% |
| 30D | -11.7% | -0.3% | -11.5% | -11.6% |
| 3M | -40.3% | +0.3% | -40.6% | -40.0% |
| 6M | -8.0% | +31.3% | -39.3% | -34.8% |
| YTD | +7.5% | +24.7% | -17.1% | -19.4% |
| 1Y | +84.0% | +47.9% | +36.1% | +10.7% |
| 3Y | +356.2% | +178.3% | +177.9% | +14.4% |
| All | +443.7% | +203.6% | +240.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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