+190.1%
APLD vs PM
+142.0%
+48.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.8% | +11.5% | +9.5% |
| 7D | -12.7% | -5.2% | -7.5% | -13.2% |
| 30D | -34.7% | +2.7% | -37.4% | -34.3% |
| 3M | -46.1% | +5.2% | -51.3% | -45.7% |
| 6M | -64.9% | +17.0% | -81.9% | -64.8% |
| YTD | -36.6% | +25.5% | -62.1% | -36.5% |
| 1Y | -50.0% | +35.5% | -85.5% | -49.7% |
| 3Y | +190.1% | +143.9% | +46.2% | +113.1% |
| All | +190.1% | +142.0% | +48.1% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling