+483.7%
APLD vs PSX
+268.6%
+215.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.7% |
| 7D | +16.6% | +2.8% | +13.7% | +15.3% |
| 30D | -3.1% | +27.8% | -30.9% | -12.6% |
| 3M | -30.9% | +42.0% | -72.9% | -40.9% |
| 6M | +12.6% | +58.1% | -45.5% | -10.6% |
| YTD | +15.5% | +105.0% | -89.6% | -20.7% |
| 1Y | +103.5% | +104.9% | -1.4% | +37.4% |
| 3Y | +446.5% | +134.1% | +312.5% | +221.9% |
| All | +483.7% | +268.6% | +215.1% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling