+164.4%
APLD vs PR
+61.1%
+103.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.9% | -9.8% | -12.8% |
| 7D | -27.0% | -16.5% | -10.5% | -21.7% |
| 30D | -44.1% | -4.5% | -39.6% | -43.2% |
| 3M | -52.6% | +8.5% | -61.1% | -54.6% |
| 6M | -64.5% | -3.3% | -61.1% | -64.7% |
| YTD | -42.2% | +55.7% | -97.9% | -56.6% |
| 1Y | -57.2% | +82.0% | -139.2% | -71.0% |
| All | +164.4% | +61.1% | +103.2% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling