+305.3%
APLD vs PYPL
+10.1%
+295.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -21.4% | +5.7% | -27.1% | -23.2% |
| 3M | -47.8% | -1.9% | -45.9% | -47.6% |
| 6M | -64.9% | +31.8% | -96.7% | -69.5% |
| YTD | -34.9% | +2.4% | -37.3% | -37.4% |
| 1Y | -30.7% | -8.2% | -22.5% | -28.7% |
| 3Y | +305.3% | +10.2% | +295.1% | +232.9% |
| All | +305.3% | +10.1% | +295.2% | +232.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling