+443.7%
APLD vs PSLV
+141.6%
+302.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +4.1% | -0.6% | +4.7% | +4.5% |
| 30D | -11.7% | +7.3% | -19.0% | -15.5% |
| 3M | -40.3% | -7.4% | -32.8% | -37.4% |
| 6M | -8.0% | -20.3% | +12.3% | +5.0% |
| YTD | +7.5% | -8.2% | +15.8% | +0.5% |
| 1Y | +84.0% | +57.9% | +26.1% | +3.0% |
| 3Y | +356.2% | +162.1% | +194.2% | +69.6% |
| All | +443.7% | +141.6% | +302.1% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling