+220.6%
APLD vs MSCI
+41.8%
+178.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.3% | +12.0% | +10.9% |
| 7D | -12.7% | +2.8% | -15.5% | -14.2% |
| 30D | -34.7% | +15.4% | -50.1% | -39.9% |
| 3M | -46.1% | +13.4% | -59.5% | -50.1% |
| 6M | -64.9% | +10.9% | -75.8% | -67.9% |
| YTD | -36.6% | +13.0% | -49.6% | -44.1% |
| 1Y | -50.0% | +12.0% | -62.0% | -55.8% |
| 3Y | +190.1% | +34.1% | +156.0% | +105.8% |
| All | +220.6% | +41.8% | +178.8% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling