+110.4%
APLD vs MULL
+1,230.7%
-1,120.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.2% | -0.6% | -4.0% |
| 7D | +2.7% | +24.5% | -21.8% | -5.4% |
| 30D | -21.4% | -35.5% | +14.1% | -10.4% |
| 3M | -47.8% | -44.8% | -3.1% | -38.6% |
| 6M | -64.9% | -45.5% | -19.4% | -65.8% |
| YTD | -34.9% | +232.5% | -267.4% | -72.2% |
| 1Y | -30.7% | +343.3% | -374.0% | -74.3% |
| All | +110.4% | +1,230.7% | -1,120.3% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling