+443.7%
APLD vs PM
+121.0%
+322.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +2.2% |
| 7D | +4.1% | -4.9% | +8.9% | +5.1% |
| 30D | -11.7% | -3.4% | -8.3% | -11.1% |
| 3M | -40.3% | +5.2% | -45.4% | -41.9% |
| 6M | -8.0% | +3.7% | -11.7% | -10.5% |
| YTD | +7.5% | +15.8% | -8.2% | +1.2% |
| 1Y | +84.0% | +17.4% | +66.7% | +71.7% |
| 3Y | +356.2% | +116.9% | +239.3% | +159.9% |
| All | +443.7% | +121.0% | +322.7% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling