+229.3%
APLD vs MTB
+60.5%
+168.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.3% |
| 7D | +2.7% | +1.5% | +1.2% | +1.5% |
| 30D | -21.4% | +2.3% | -23.8% | -23.0% |
| 3M | -47.8% | -12.1% | -35.7% | -42.2% |
| 6M | -64.9% | +9.8% | -74.7% | -68.1% |
| YTD | -34.9% | +12.0% | -46.9% | -42.0% |
| 1Y | -30.7% | +22.0% | -52.8% | -43.1% |
| 3Y | +305.3% | +107.6% | +197.7% | +85.4% |
| All | +229.3% | +60.5% | +168.8% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling