+443.7%
APLD vs PHM
+209.1%
+234.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +4.1% | -3.2% | +7.3% | +6.1% |
| 30D | -11.7% | -6.4% | -5.3% | -8.4% |
| 3M | -40.3% | +5.5% | -45.8% | -43.3% |
| 6M | -8.0% | -5.4% | -2.5% | -6.0% |
| YTD | +7.5% | +6.6% | +1.0% | +1.9% |
| 1Y | +84.0% | -8.8% | +92.9% | +88.1% |
| 3Y | +356.2% | +54.1% | +302.1% | +193.7% |
| All | +443.7% | +209.1% | +234.7% | +121.9% |
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 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