-64.9%
APLD vs MTUM
-10.9%
-54.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -2.1% |
| 7D | +2.7% | +6.6% | -3.9% | -8.5% |
| 30D | -21.4% | -10.8% | -10.6% | -1.0% |
| 3M | -47.8% | -13.8% | -34.1% | -29.7% |
| 6M | -64.9% | -10.7% | -54.2% | -57.5% |
| All | -64.9% | -10.9% | -54.0% | -57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling