+104.9%
APLD vs MULL
+968.6%
-863.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +9.1% | +0.6% | +6.6% |
| 7D | -12.7% | -42.7% | +30.0% | +4.4% |
| 30D | -34.7% | -63.8% | +29.1% | -9.1% |
| 3M | -46.1% | -49.0% | +2.9% | -34.5% |
| 6M | -64.9% | -38.2% | -26.7% | -68.1% |
| YTD | -36.6% | +167.0% | -203.6% | -70.6% |
| 1Y | -50.0% | +247.7% | -297.7% | -79.7% |
| All | +104.9% | +968.6% | -863.7% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling