+84.0%
APLD vs PSX
+101.0%
-17.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.9% |
| 7D | +4.1% | +4.5% | -0.5% | +6.3% |
| 30D | -11.7% | +26.6% | -38.3% | -2.0% |
| 3M | -40.3% | +39.3% | -79.5% | -30.2% |
| 6M | -8.0% | +56.8% | -64.8% | +10.6% |
| YTD | +7.5% | +101.8% | -94.3% | +34.6% |
| 1Y | +84.0% | +99.6% | -15.6% | +143.8% |
| All | +84.0% | +101.0% | -17.0% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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