+443.7%
APLD vs MUB
+9.2%
+434.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +4.1% | -0.9% | +4.9% | +7.6% |
| 30D | -11.7% | -1.4% | -10.3% | -6.6% |
| 3M | -40.3% | -2.2% | -38.1% | -34.8% |
| 6M | -8.0% | -1.9% | -6.1% | 0.0% |
| YTD | +7.5% | -0.8% | +8.3% | +12.1% |
| 1Y | +84.0% | +2.7% | +81.3% | +69.5% |
| 3Y | +356.2% | +8.6% | +347.6% | +228.0% |
| All | +443.7% | +9.2% | +434.5% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling