+120.3%
APLD vs MULL
+1,100.2%
-979.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +12.3% | -4.8% | +3.2% |
| 7D | +3.1% | -27.1% | +30.2% | +13.3% |
| 30D | -29.4% | -54.2% | +24.8% | -9.1% |
| 3M | -42.8% | -42.0% | -0.8% | -33.5% |
| 6M | -59.5% | -43.5% | -16.0% | -61.0% |
| YTD | -31.8% | +199.9% | -231.7% | -69.6% |
| 1Y | -46.0% | +292.8% | -338.9% | -79.0% |
| All | +120.3% | +1,100.2% | -979.9% | -54.5% |
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