+373.4%
APLD vs PYPL
-12.3%
+385.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +3.2% |
| 7D | +4.1% | +2.7% | +1.4% | +2.7% |
| 30D | -11.7% | -4.9% | -6.8% | -9.8% |
| 3M | -40.3% | +28.9% | -69.2% | -48.2% |
| 6M | -8.0% | +18.2% | -26.2% | -17.5% |
| YTD | +7.5% | -5.0% | +12.6% | +6.9% |
| 1Y | +84.0% | -18.8% | +102.8% | +97.8% |
| All | +373.4% | -12.3% | +385.7% | +361.6% |
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