+229.3%
APLD vs PHM
+216.1%
+13.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +2.7% | -4.1% | +6.8% | +5.0% |
| 30D | -21.4% | +16.1% | -37.6% | -29.5% |
| 3M | -47.8% | -2.5% | -45.3% | -48.2% |
| 6M | -64.9% | +12.9% | -77.8% | -68.6% |
| YTD | -34.9% | +9.0% | -43.9% | -40.3% |
| 1Y | -30.7% | +8.2% | -38.9% | -36.8% |
| 3Y | +305.3% | +58.4% | +246.9% | +152.4% |
| All | +229.3% | +216.1% | +13.2% | +29.9% |
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