+431.5%
APLD vs MTUM
+99.6%
+332.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -0.9% |
| 7D | -0.5% | +1.2% | -1.7% | -2.8% |
| 30D | -13.2% | -1.7% | -11.5% | -9.6% |
| 3M | -33.8% | -0.5% | -33.3% | -33.6% |
| 6M | -5.9% | +22.3% | -28.3% | -37.8% |
| YTD | +5.1% | +21.4% | -16.2% | -26.8% |
| 1Y | +51.8% | +20.0% | +31.8% | +10.3% |
| 3Y | +397.7% | +113.0% | +284.7% | +42.1% |
| All | +431.5% | +99.6% | +332.0% | +57.6% |
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