+373.4%
APLD vs PLD
+21.6%
+351.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | +4.1% | -2.4% | +6.5% | +5.9% |
| 30D | -11.7% | -2.4% | -9.3% | -10.1% |
| 3M | -40.3% | -3.8% | -36.5% | -39.4% |
| 6M | -8.0% | 0.0% | -8.0% | -9.1% |
| YTD | +7.5% | +9.2% | -1.7% | -1.3% |
| 1Y | +84.0% | +25.9% | +58.1% | +48.8% |
| All | +373.4% | +21.6% | +351.8% | +258.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling