-54.7%
APLD vs Q
+66.4%
-121.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.3% | +3.4% | +3.5% |
| 7D | -12.7% | +0.3% | -13.0% | -12.0% |
| 30D | -34.7% | -9.8% | -24.9% | -26.9% |
| 3M | -46.1% | -12.2% | -33.9% | -38.1% |
| 6M | -64.9% | -21.6% | -43.2% | -56.9% |
| YTD | -36.6% | +43.6% | -80.1% | -56.2% |
| 1Y | -50.0% | +25.7% | -75.7% | -63.2% |
| All | -54.7% | +66.4% | -121.1% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling