+229.3%
APLD vs MTUM
+79.4%
+149.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -1.6% |
| 7D | +2.7% | +6.6% | -3.9% | -9.9% |
| 30D | -21.4% | -10.8% | -10.6% | +2.5% |
| 3M | -47.8% | -13.8% | -34.1% | -26.1% |
| 6M | -64.9% | -10.7% | -54.2% | -54.3% |
| YTD | -34.9% | +9.1% | -43.9% | -41.4% |
| 1Y | -30.7% | +11.4% | -42.1% | -39.1% |
| 3Y | +305.3% | +88.8% | +216.5% | +53.2% |
| All | +229.3% | +79.4% | +149.9% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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