+220.6%
APLD vs PYPL
-41.6%
+262.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.5% | +9.3% | +9.4% |
| 7D | -12.7% | +3.9% | -16.6% | -15.1% |
| 30D | -34.7% | +7.8% | -42.5% | -37.9% |
| 3M | -46.1% | -0.7% | -45.5% | -46.5% |
| 6M | -64.9% | +28.8% | -93.6% | -71.4% |
| YTD | -36.6% | +2.4% | -39.0% | -41.9% |
| 1Y | -50.0% | -9.6% | -40.4% | -49.3% |
| 3Y | +190.1% | +9.7% | +180.4% | +127.6% |
| All | +220.6% | -41.6% | +262.2% | +241.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling