-46.5%
APLD vs MTB
+27.0%
-73.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -7.2% |
| 7D | -18.5% | +2.0% | -20.6% | -19.3% |
| 30D | -32.8% | +2.9% | -35.7% | -33.6% |
| 3M | -46.9% | -10.7% | -36.2% | -44.2% |
| 6M | -53.4% | +6.3% | -59.7% | -56.3% |
| YTD | -32.3% | +13.8% | -46.0% | -40.5% |
| 1Y | -46.5% | +27.7% | -74.3% | -57.5% |
| All | -46.5% | +27.0% | -73.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling