-47.9%
APLD vs Q
+80.0%
-127.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +5.0% |
| 7D | +7.8% | +6.6% | +1.3% | +2.2% |
| 30D | -23.0% | +2.7% | -25.7% | -23.7% |
| 3M | -39.7% | -8.4% | -31.3% | -33.6% |
| 6M | -59.8% | -17.3% | -42.5% | -53.3% |
| YTD | -27.0% | +55.3% | -82.3% | -53.2% |
| 1Y | -37.3% | +31.5% | -68.8% | -56.6% |
| All | -47.9% | +80.0% | -127.9% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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