+244.7%
APLD vs PHM
+238.2%
+6.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +5.0% | +6.2% |
| 7D | +3.1% | +3.5% | -0.4% | +0.6% |
| 30D | -29.4% | +21.2% | -50.6% | -37.8% |
| 3M | -42.8% | +2.5% | -45.2% | -44.6% |
| 6M | -59.5% | +16.1% | -75.6% | -64.2% |
| YTD | -31.8% | +16.6% | -48.4% | -39.7% |
| 1Y | -46.0% | +14.4% | -60.5% | -52.1% |
| 3Y | +252.0% | +71.9% | +180.1% | +109.4% |
| All | +244.7% | +238.2% | +6.6% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling