+269.3%
APLD vs P
+249.0%
+20.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +2.9% | +4.7% |
| 7D | +7.8% | -4.7% | +12.5% | +11.4% |
| 30D | -23.0% | -31.4% | +8.5% | -3.1% |
| 3M | -39.7% | -2.6% | -37.0% | -39.5% |
| 6M | -59.8% | +21.9% | -81.8% | -65.9% |
| YTD | -27.0% | +58.9% | -85.9% | -47.6% |
| 1Y | -37.3% | +21.7% | -59.1% | -49.6% |
| 3Y | +281.9% | +193.3% | +88.6% | +59.2% |
| All | +269.3% | +249.0% | +20.3% | +21.9% |
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