-35.8%
APLD vs MUB
-0.1%
-35.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.5% | -2.5% |
| 7D | +19.6% | -0.8% | +20.4% | +23.2% |
| 30D | -24.5% | +2.4% | -26.9% | -32.4% |
| 3M | -45.6% | -1.1% | -44.5% | -37.2% |
| 6M | -61.4% | -1.0% | -60.4% | -55.5% |
| YTD | -30.9% | -0.3% | -30.6% | -26.4% |
| 1Y | -35.8% | 0.0% | -35.8% | -33.6% |
| All | -35.8% | -0.1% | -35.7% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling