+229.3%
APLD vs QID
-81.0%
+310.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -3.1% |
| 7D | +2.7% | -7.1% | +9.8% | -3.9% |
| 30D | -21.4% | +12.6% | -34.1% | -5.6% |
| 3M | -47.8% | +14.2% | -62.1% | -35.0% |
| 6M | -64.9% | +6.2% | -71.1% | -56.2% |
| YTD | -34.9% | -21.8% | -13.1% | -35.4% |
| 1Y | -30.7% | -23.1% | -7.6% | -30.7% |
| 3Y | +305.3% | -71.3% | +376.7% | +135.6% |
| All | +229.3% | -81.0% | +310.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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