+84.0%
APLD vs PYPL
-20.5%
+104.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +2.0% |
| 7D | +4.1% | +2.4% | +1.6% | +3.8% |
| 30D | -11.7% | -5.1% | -6.6% | -11.1% |
| 3M | -40.3% | +28.6% | -68.8% | -40.7% |
| 6M | -8.0% | +17.9% | -25.9% | -9.2% |
| YTD | +7.5% | -5.3% | +12.8% | +4.6% |
| 1Y | +84.0% | -19.0% | +103.0% | +73.8% |
| All | +84.0% | -20.5% | +104.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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