+242.5%
APLD vs NET
+134.8%
+107.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.2% | -5.6% |
| 7D | -18.5% | -16.4% | -2.2% | -11.6% |
| 30D | -32.8% | -25.8% | -6.9% | -23.2% |
| 3M | -46.9% | -11.5% | -35.3% | -45.0% |
| 6M | -53.4% | +18.9% | -72.3% | -59.2% |
| YTD | -32.3% | +35.2% | -67.5% | -45.8% |
| 1Y | -46.5% | +14.5% | -61.0% | -53.3% |
| 3Y | +204.2% | +313.8% | -109.6% | +46.5% |
| All | +242.5% | +134.8% | +107.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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