+483.7%
APLD vs QID
-82.7%
+566.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.6% |
| 7D | +16.6% | -2.7% | +19.3% | +13.4% |
| 30D | -3.1% | +1.8% | -4.9% | -0.6% |
| 3M | -30.9% | -2.2% | -28.7% | -27.8% |
| 6M | +12.6% | -32.1% | +44.7% | -13.2% |
| YTD | +15.5% | -28.6% | +44.0% | -3.3% |
| 1Y | +103.5% | -36.3% | +139.8% | +59.2% |
| 3Y | +446.5% | -74.4% | +520.9% | +167.4% |
| All | +483.7% | -82.7% | +566.4% | +146.0% |
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