+373.4%
APLD vs PHM
+54.8%
+318.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | -3.2% | +7.3% | +5.7% |
| 30D | -11.7% | -6.4% | -5.3% | -9.0% |
| 3M | -40.3% | +5.5% | -45.8% | -42.8% |
| 6M | -8.0% | -5.4% | -2.5% | -6.8% |
| YTD | +7.5% | +6.6% | +1.0% | +3.0% |
| 1Y | +84.0% | -8.8% | +92.9% | +86.9% |
| All | +373.4% | +54.8% | +318.6% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling