+444.7%
APLD vs NLY
+46.6%
+398.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.9% |
| 7D | +0.2% | -4.0% | +4.2% | +4.5% |
| 30D | -15.2% | -5.2% | -9.9% | -10.4% |
| 3M | -36.3% | +2.8% | -39.1% | -38.4% |
| 6M | -7.4% | +4.2% | -11.6% | -11.3% |
| YTD | +7.7% | +4.7% | +3.1% | +3.4% |
| 1Y | +53.8% | +12.7% | +41.0% | +34.7% |
| 3Y | +407.1% | +62.5% | +344.6% | +200.0% |
| All | +444.7% | +46.6% | +398.1% | +400.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 5y: compounded portfolio wealth divided by compounded NLY 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…
5y analysis · Full analysis span regression · 6 months rolling