+220.6%
APLD vs PR
+174.8%
+45.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.9% | +7.8% | +8.8% |
| 7D | -12.7% | -16.4% | +3.7% | -4.6% |
| 30D | -34.7% | -1.9% | -32.8% | -34.3% |
| 3M | -46.1% | +8.0% | -54.1% | -48.6% |
| 6M | -64.9% | +4.1% | -69.0% | -66.5% |
| YTD | -36.6% | +58.7% | -95.3% | -53.0% |
| 1Y | -50.0% | +75.8% | -125.8% | -65.1% |
| 3Y | +190.1% | +73.2% | +117.0% | +97.5% |
| All | +220.6% | +174.8% | +45.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling