-46.5%
APLD vs NEM
+50.9%
-97.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.9% | -16.6% | -14.2% |
| 7D | -18.5% | +3.7% | -22.2% | -21.5% |
| 30D | -32.8% | +2.0% | -34.7% | -34.2% |
| 3M | -46.9% | +21.1% | -68.0% | -55.3% |
| 6M | -53.4% | +9.5% | -62.9% | -57.1% |
| YTD | -32.3% | +19.1% | -51.3% | -39.5% |
| 1Y | -46.5% | +51.1% | -97.6% | -61.7% |
| All | -46.5% | +50.9% | -97.4% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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