+244.7%
APLD vs OMC
+33.5%
+211.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.1% | +6.8% |
| 7D | +3.1% | +5.4% | -2.3% | +1.4% |
| 30D | -29.4% | +15.7% | -45.1% | -32.9% |
| 3M | -42.8% | +4.9% | -47.7% | -44.0% |
| 6M | -59.5% | +17.3% | -76.7% | -62.5% |
| YTD | -31.8% | +13.0% | -44.8% | -36.8% |
| 1Y | -46.0% | +24.1% | -70.1% | -53.2% |
| 3Y | +252.0% | +31.2% | +220.8% | +157.4% |
| All | +244.7% | +33.5% | +211.3% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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