+354.6%
APLD vs MTCH
+47.1%
+307.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.1% | +6.1% |
| 7D | +7.8% | +3.5% | +4.3% | +6.9% |
| 30D | -23.0% | +0.3% | -23.2% | -23.4% |
| 3M | -39.7% | +13.7% | -53.4% | -42.9% |
| 6M | -59.8% | +17.6% | -77.4% | -62.6% |
| YTD | -27.0% | +31.8% | -58.8% | -35.6% |
| 1Y | -37.3% | +29.2% | -66.6% | -44.1% |
| All | +354.6% | +47.1% | +307.5% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling