+443.7%
APLD vs MTUM
+100.7%
+343.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | -2.0% |
| 7D | +4.1% | +1.7% | +2.3% | +0.6% |
| 30D | -11.7% | -1.7% | -10.1% | -8.3% |
| 3M | -40.3% | -6.3% | -33.9% | -31.8% |
| 6M | -8.0% | +21.8% | -29.8% | -38.4% |
| YTD | +7.5% | +22.0% | -14.5% | -26.2% |
| 1Y | +84.0% | +25.3% | +58.7% | +23.0% |
| 3Y | +356.2% | +112.1% | +244.1% | +30.9% |
| All | +443.7% | +100.7% | +343.0% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling