-51.4%
APLD vs Q
+75.8%
-127.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.9% |
| 7D | -6.3% | +4.0% | -10.3% | -9.2% |
| 30D | -29.6% | -2.3% | -27.2% | -26.9% |
| 3M | -42.6% | -7.9% | -34.7% | -37.0% |
| 6M | -59.6% | -16.0% | -43.6% | -53.7% |
| YTD | -32.0% | +51.7% | -83.7% | -55.4% |
| 1Y | -46.9% | +28.3% | -75.3% | -62.4% |
| All | -51.4% | +75.8% | -127.3% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling