+459.6%
APLD vs MTCH
-54.4%
+514.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.5% |
| 7D | +9.0% | -2.4% | +11.3% | +10.2% |
| 30D | -6.6% | +12.8% | -19.4% | -12.9% |
| 3M | -35.2% | +20.0% | -55.2% | -42.0% |
| 6M | +0.4% | +34.7% | -34.3% | -16.0% |
| YTD | +10.7% | +30.6% | -19.9% | -7.2% |
| 1Y | +78.6% | +10.9% | +67.6% | +62.9% |
| 3Y | +423.9% | -2.0% | +426.0% | +388.6% |
| All | +459.6% | -54.4% | +514.0% | +696.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling