+443.7%
APLD vs MTCH
-53.9%
+497.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.5% |
| 7D | +4.1% | +0.7% | +3.4% | +3.6% |
| 30D | -11.7% | +9.7% | -21.4% | -16.3% |
| 3M | -40.3% | +21.1% | -61.3% | -46.7% |
| 6M | -8.0% | +37.5% | -45.4% | -23.6% |
| YTD | +7.5% | +31.9% | -24.4% | -10.2% |
| 1Y | +84.0% | +14.6% | +69.5% | +64.8% |
| 3Y | +356.2% | -6.2% | +362.4% | +339.5% |
| All | +443.7% | -53.9% | +497.6% | +670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling