+220.6%
APLD vs PHM
+229.7%
-9.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +10.8% |
| 7D | -12.7% | +6.2% | -18.9% | -16.5% |
| 30D | -34.7% | +17.9% | -52.6% | -41.7% |
| 3M | -46.1% | +2.5% | -48.6% | -48.0% |
| 6M | -64.9% | +10.8% | -75.6% | -68.1% |
| YTD | -36.6% | +13.7% | -50.3% | -43.2% |
| 1Y | -50.0% | +12.4% | -62.3% | -55.2% |
| 3Y | +190.1% | +65.6% | +124.5% | +76.4% |
| All | +220.6% | +229.7% | -9.1% | +23.7% |
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 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