+244.7%
APLD vs PYPL
-40.8%
+285.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.2% | +6.6% |
| 7D | +3.1% | +2.2% | +0.9% | +1.7% |
| 30D | -29.4% | +8.1% | -37.5% | -33.0% |
| 3M | -42.8% | +1.9% | -44.7% | -44.1% |
| 6M | -59.5% | +33.1% | -92.6% | -67.8% |
| YTD | -31.8% | +3.8% | -35.6% | -38.0% |
| 1Y | -46.0% | -8.3% | -37.7% | -45.7% |
| 3Y | +252.0% | +11.9% | +240.1% | +172.4% |
| All | +244.7% | -40.8% | +285.6% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling