+330.2%
APLD vs PYPL
+8.3%
+321.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.5% |
| 7D | +19.6% | -1.1% | +20.7% | +20.3% |
| 30D | -24.5% | +3.8% | -28.3% | -25.6% |
| 3M | -45.6% | -1.3% | -44.3% | -45.5% |
| 6M | -61.4% | +29.0% | -90.5% | -66.1% |
| YTD | -30.9% | +0.7% | -31.6% | -33.1% |
| 1Y | -35.8% | -12.3% | -23.5% | -32.1% |
| All | +330.2% | +8.3% | +321.9% | +256.0% |
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