+443.7%
APLD vs PPL
+40.8%
+402.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | +2.7% | +1.4% | +2.4% |
| 30D | -11.7% | +0.5% | -12.2% | -11.9% |
| 3M | -40.3% | +0.7% | -40.9% | -40.9% |
| 6M | -8.0% | -7.6% | -0.4% | -4.4% |
| YTD | +7.5% | +1.8% | +5.7% | +4.1% |
| 1Y | +84.0% | -0.8% | +84.8% | +80.4% |
| 3Y | +356.2% | +56.9% | +299.4% | +172.5% |
| All | +443.7% | +40.8% | +402.9% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling