+269.3%
APLD vs MUB
+10.3%
+259.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +6.4% |
| 7D | +7.8% | +0.4% | +7.4% | +6.0% |
| 30D | -23.0% | +3.6% | -26.6% | -33.0% |
| 3M | -39.7% | -0.5% | -39.2% | -38.3% |
| 6M | -59.8% | -0.6% | -59.2% | -58.5% |
| YTD | -27.0% | +0.3% | -27.2% | -26.7% |
| 1Y | -37.3% | +0.4% | -37.7% | -37.3% |
| 3Y | +281.9% | +10.8% | +271.1% | +150.6% |
| All | +269.3% | +10.3% | +259.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling