+483.7%
APLD vs PHM
+198.2%
+285.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.9% | +9.4% |
| 7D | +16.6% | -2.5% | +19.0% | +18.1% |
| 30D | -3.1% | -9.7% | +6.5% | +2.4% |
| 3M | -30.9% | +2.2% | -33.1% | -33.3% |
| 6M | +12.6% | -5.7% | +18.3% | +14.7% |
| YTD | +15.5% | +2.8% | +12.6% | +11.5% |
| 1Y | +103.5% | -14.4% | +117.9% | +116.0% |
| 3Y | +446.5% | +52.2% | +394.3% | +252.8% |
| All | +483.7% | +198.2% | +285.5% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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