+249.5%
APLD vs MTCH
-53.8%
+303.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +19.6% | +6.7% | +12.9% | +16.0% |
| 30D | -24.5% | -1.4% | -23.1% | -24.6% |
| 3M | -45.6% | +14.8% | -60.4% | -50.3% |
| 6M | -61.4% | +19.4% | -80.8% | -65.7% |
| YTD | -30.9% | +32.3% | -63.2% | -43.1% |
| 1Y | -35.8% | +29.5% | -65.3% | -46.3% |
| 3Y | +261.4% | +47.2% | +214.2% | +158.5% |
| All | +249.5% | -53.8% | +303.2% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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