+164.4%
APLD vs PRU
+50.4%
+114.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.3% | -11.4% | -12.4% |
| 7D | -27.0% | +4.8% | -31.8% | -29.5% |
| 30D | -44.1% | +7.9% | -51.9% | -47.4% |
| 3M | -52.6% | +3.1% | -55.7% | -54.0% |
| 6M | -64.5% | +25.2% | -89.7% | -70.9% |
| YTD | -42.2% | +12.7% | -55.0% | -48.7% |
| 1Y | -57.2% | +23.5% | -80.7% | -65.0% |
| All | +164.4% | +50.4% | +114.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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