+220.6%
APLD vs PL
+148.5%
+72.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.4% | -0.6% | +5.7% |
| 7D | -12.7% | -6.8% | -5.9% | -9.7% |
| 30D | -34.7% | -29.3% | -5.4% | -24.8% |
| 3M | -46.1% | -44.8% | -1.4% | -32.2% |
| 6M | -64.9% | -68.4% | +3.5% | -47.3% |
| YTD | -36.6% | -36.4% | -0.2% | -28.7% |
| 1Y | -50.0% | +0.7% | -50.7% | -53.1% |
| 3Y | +190.1% | +455.3% | -265.2% | +10.3% |
| All | +220.6% | +148.5% | +72.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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