+242.5%
APLD vs PPL
+44.4%
+198.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.8% |
| 7D | -18.5% | +1.8% | -20.3% | -19.5% |
| 30D | -32.8% | +8.4% | -41.2% | -36.4% |
| 3M | -46.9% | +2.4% | -49.3% | -47.8% |
| 6M | -53.4% | -4.0% | -49.4% | -52.7% |
| YTD | -32.3% | +4.5% | -36.7% | -35.8% |
| 1Y | -46.5% | +1.7% | -48.3% | -48.5% |
| 3Y | +204.2% | +55.5% | +148.7% | +86.2% |
| All | +242.5% | +44.4% | +198.0% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling