+244.7%
APLD vs PLD
-9.3%
+254.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +5.0% |
| 7D | +3.1% | +0.7% | +2.4% | +2.6% |
| 30D | -29.4% | +0.8% | -30.2% | -30.0% |
| 3M | -42.8% | -6.1% | -36.7% | -39.4% |
| 6M | -59.5% | -8.0% | -51.5% | -57.1% |
| YTD | -31.8% | +4.7% | -36.5% | -35.8% |
| 1Y | -46.0% | +7.2% | -53.2% | -50.6% |
| 3Y | +252.0% | +39.2% | +212.8% | +140.4% |
| All | +244.7% | -9.3% | +254.0% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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