+244.7%
APLD vs NEM
+69.5%
+175.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +5.2% |
| 7D | +3.1% | +14.7% | -11.6% | -7.1% |
| 30D | -29.4% | +6.2% | -35.6% | -32.8% |
| 3M | -42.8% | +11.0% | -53.8% | -47.1% |
| 6M | -59.5% | +7.9% | -67.4% | -61.8% |
| YTD | -31.8% | +26.2% | -58.0% | -41.9% |
| 1Y | -46.0% | +51.5% | -97.5% | -59.5% |
| 3Y | +252.0% | +290.6% | -38.6% | +47.9% |
| All | +244.7% | +69.5% | +175.2% | +481.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling