+255.7%
APLD vs PM
+144.1%
+111.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -6.3% | -6.6% | +0.3% | -7.0% |
| 30D | -29.6% | -3.4% | -26.1% | -29.6% |
| 3M | -42.6% | +5.3% | -47.9% | -42.2% |
| 6M | -59.6% | +15.5% | -75.1% | -59.6% |
| YTD | -32.0% | +24.3% | -56.2% | -31.9% |
| 1Y | -46.9% | +29.7% | -76.6% | -46.5% |
| 3Y | +255.7% | +144.9% | +110.7% | +189.1% |
| All | +255.7% | +144.1% | +111.6% | +189.1% |
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