+459.6%
APLD vs NLY
+51.4%
+408.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.6% |
| 7D | +9.0% | -0.4% | +9.4% | +9.4% |
| 30D | -6.6% | -1.3% | -5.3% | -5.4% |
| 3M | -35.2% | +7.6% | -42.9% | -40.1% |
| 6M | +0.4% | +8.9% | -8.5% | -8.1% |
| YTD | +10.7% | +8.1% | +2.6% | +2.8% |
| 1Y | +78.6% | +15.8% | +62.8% | +52.1% |
| 3Y | +423.9% | +70.2% | +353.8% | +195.2% |
| All | +459.6% | +51.4% | +408.2% | +397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling