+443.7%
APLD vs PDD
+97.3%
+346.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +4.1% | -4.1% | +8.1% | +5.1% |
| 30D | -11.7% | -9.6% | -2.1% | -9.6% |
| 3M | -40.3% | -4.3% | -36.0% | -39.9% |
| 6M | -8.0% | -18.8% | +10.8% | -3.6% |
| YTD | +7.5% | -27.5% | +35.0% | +16.0% |
| 1Y | +84.0% | -33.6% | +117.7% | +102.4% |
| 3Y | +356.2% | -20.4% | +376.6% | +363.5% |
| All | +443.7% | +97.3% | +346.4% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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