+244.7%
APLD vs QID
-81.0%
+325.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.8% | +14.4% | +0.4% |
| 7D | +3.1% | -0.8% | +3.9% | +5.0% |
| 30D | -29.4% | +20.1% | -49.5% | -9.5% |
| 3M | -42.8% | +11.8% | -54.6% | -30.6% |
| 6M | -59.5% | +5.5% | -65.0% | -49.9% |
| YTD | -31.8% | -21.5% | -10.3% | -32.5% |
| 1Y | -46.0% | -22.6% | -23.4% | -45.6% |
| 3Y | +252.0% | -72.3% | +324.3% | +97.4% |
| All | +244.7% | -81.0% | +325.7% | +71.8% |
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