-57.2%
APLD vs PR
+80.0%
-137.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.9% | -9.8% | -15.2% |
| 7D | -27.0% | -16.5% | -10.5% | -29.3% |
| 30D | -44.1% | -4.5% | -39.6% | -44.0% |
| 3M | -52.6% | +8.5% | -61.1% | -51.0% |
| 6M | -64.5% | -3.3% | -61.1% | -63.4% |
| YTD | -42.2% | +55.7% | -97.9% | -45.9% |
| 1Y | -57.2% | +82.0% | -139.2% | -61.7% |
| All | -57.2% | +80.0% | -137.1% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling