-60.1%
APLD vs MUZ
-39.6%
-20.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -12.8% | +20.3% | +3.2% |
| 7D | +3.1% | +14.0% | -10.9% | +12.1% |
| 30D | -29.4% | +57.6% | -87.0% | -12.6% |
| 3M | -42.8% | -3.1% | -39.7% | -36.3% |
| All | -60.1% | -39.6% | -20.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling