+164.4%
APLD vs QLD
+134.4%
+30.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.7% | -2.0% | +0.1% |
| 7D | -27.0% | -18.6% | -8.4% | -7.1% |
| 30D | -44.1% | -28.3% | -15.8% | -16.7% |
| 3M | -52.6% | -20.4% | -32.2% | -37.0% |
| 6M | -64.5% | -14.3% | -50.2% | -56.2% |
| YTD | -42.2% | +2.8% | -45.0% | -40.4% |
| 1Y | -57.2% | -1.2% | -56.0% | -53.3% |
| All | +164.4% | +134.4% | +30.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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