-46.5%
APLD vs MULL
+444.9%
-491.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.8% | +7.0% | -2.3% |
| 7D | -18.5% | -35.9% | +17.4% | -6.0% |
| 30D | -32.8% | -47.3% | +14.6% | -18.1% |
| 3M | -46.9% | -30.6% | -16.3% | -41.5% |
| 6M | -53.4% | +13.7% | -67.1% | -65.6% |
| YTD | -32.3% | +272.1% | -304.4% | -72.9% |
| 1Y | -46.5% | +475.1% | -521.6% | -83.0% |
| All | -46.5% | +444.9% | -491.4% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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