+192.2%
APLD vs MS
+156.0%
+36.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.9% | -8.7% | -6.7% |
| 7D | -27.0% | -3.4% | -23.6% | -23.4% |
| 30D | -44.1% | -3.9% | -40.2% | -40.5% |
| 3M | -52.6% | -15.9% | -36.7% | -39.9% |
| 6M | -64.5% | -2.5% | -62.0% | -62.4% |
| YTD | -42.2% | +5.1% | -47.3% | -45.2% |
| 1Y | -57.2% | +13.0% | -70.1% | -62.8% |
| 3Y | +159.5% | +160.7% | -1.1% | -29.4% |
| All | +192.2% | +156.0% | +36.2% | -27.1% |
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