+305.3%
APLD vs MTB
+106.3%
+199.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.1% |
| 7D | +2.7% | +1.5% | +1.2% | +1.8% |
| 30D | -21.4% | +2.3% | -23.8% | -22.5% |
| 3M | -47.8% | -12.1% | -35.7% | -43.8% |
| 6M | -64.9% | +9.8% | -74.7% | -67.3% |
| YTD | -34.9% | +12.0% | -46.9% | -40.2% |
| 1Y | -30.7% | +22.0% | -52.8% | -40.0% |
| 3Y | +305.3% | +107.6% | +197.7% | +127.8% |
| All | +305.3% | +106.3% | +199.1% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling