+220.6%
APLD vs P
+217.0%
+3.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.2% | +7.6% |
| 7D | -12.7% | -23.8% | +11.1% | +2.9% |
| 30D | -34.7% | -36.6% | +1.9% | -14.1% |
| 3M | -46.1% | +10.9% | -57.0% | -50.4% |
| 6M | -64.9% | +30.0% | -94.8% | -71.5% |
| YTD | -36.6% | +44.4% | -81.0% | -51.9% |
| 1Y | -50.0% | +3.9% | -53.9% | -55.8% |
| 3Y | +190.1% | +176.6% | +13.5% | +23.9% |
| All | +220.6% | +217.0% | +3.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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