+192.2%
APLD vs PR
+169.6%
+22.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.9% | -9.8% | -12.4% |
| 7D | -27.0% | -16.5% | -10.5% | -20.3% |
| 30D | -44.1% | -4.5% | -39.6% | -43.0% |
| 3M | -52.6% | +8.5% | -61.1% | -55.0% |
| 6M | -64.5% | -3.3% | -61.1% | -65.0% |
| YTD | -42.2% | +55.7% | -97.9% | -56.8% |
| 1Y | -57.2% | +82.0% | -139.2% | -70.9% |
| 3Y | +159.5% | +62.5% | +97.1% | +82.5% |
| All | +192.2% | +169.6% | +22.5% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling