+220.6%
APLD vs PSX
+249.5%
-28.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.3% | +9.9% |
| 7D | -12.7% | -13.1% | +0.4% | -7.9% |
| 30D | -34.7% | -9.5% | -25.2% | -32.6% |
| 3M | -46.1% | +20.2% | -66.3% | -50.7% |
| 6M | -64.9% | +44.9% | -109.7% | -70.8% |
| YTD | -36.6% | +94.4% | -131.0% | -56.0% |
| 1Y | -50.0% | +83.1% | -133.0% | -64.3% |
| 3Y | +190.1% | +132.2% | +58.0% | +67.1% |
| All | +220.6% | +249.5% | -28.9% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling