+243.9%
APLD vs NEM
+62.5%
+181.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +2.6% |
| 7D | -6.3% | +11.6% | -18.0% | -14.0% |
| 30D | -29.6% | +1.8% | -31.4% | -31.1% |
| 3M | -42.6% | +2.5% | -45.1% | -44.0% |
| 6M | -59.6% | +3.4% | -63.0% | -60.9% |
| YTD | -32.0% | +20.9% | -52.9% | -40.4% |
| 1Y | -46.9% | +37.2% | -84.1% | -57.5% |
| 3Y | +255.7% | +271.6% | -16.0% | +54.2% |
| All | +243.9% | +62.5% | +181.4% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling