+229.3%
APLD vs P
+253.8%
-24.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -4.6% |
| 7D | +2.7% | +11.6% | -8.9% | -3.7% |
| 30D | -21.4% | -23.7% | +2.2% | -7.2% |
| 3M | -47.8% | -8.0% | -39.9% | -45.9% |
| 6M | -64.9% | +27.9% | -92.8% | -71.1% |
| YTD | -34.9% | +61.2% | -96.0% | -53.7% |
| 1Y | -30.7% | +28.6% | -59.4% | -46.4% |
| 3Y | +305.3% | +200.5% | +104.9% | +65.8% |
| All | +229.3% | +253.8% | -24.6% | +7.7% |
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