+444.7%
APLD vs MTCH
-53.3%
+498.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.8% |
| 7D | +0.2% | +1.3% | -1.1% | -0.6% |
| 30D | -15.2% | +15.9% | -31.1% | -21.9% |
| 3M | -36.3% | +23.3% | -59.6% | -43.8% |
| 6M | -7.4% | +40.1% | -47.5% | -24.1% |
| YTD | +7.7% | +33.6% | -25.8% | -10.7% |
| 1Y | +53.8% | +14.1% | +39.7% | +38.3% |
| 3Y | +407.1% | +1.4% | +405.7% | +363.6% |
| All | +444.7% | -53.3% | +498.1% | +665.7% |
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