+220.6%
APLD vs PM
+141.6%
+79.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +10.0% |
| 7D | -12.7% | -5.2% | -7.5% | -11.9% |
| 30D | -34.7% | +2.7% | -37.4% | -35.1% |
| 3M | -46.1% | +6.1% | -52.2% | -46.9% |
| 6M | -64.9% | +18.0% | -82.9% | -66.8% |
| YTD | -36.6% | +26.6% | -63.2% | -41.5% |
| 1Y | -50.0% | +36.7% | -86.6% | -55.2% |
| 3Y | +190.1% | +146.0% | +44.1% | +57.0% |
| All | +220.6% | +141.6% | +79.0% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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