+192.2%
APLD vs QLD
+131.8%
+60.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.7% | -2.0% | -1.4% |
| 7D | -27.0% | -18.6% | -8.4% | -9.2% |
| 30D | -44.1% | -28.3% | -15.8% | -19.8% |
| 3M | -52.6% | -20.4% | -32.2% | -38.6% |
| 6M | -64.5% | -14.3% | -50.2% | -56.8% |
| YTD | -42.2% | +2.8% | -45.0% | -39.8% |
| 1Y | -57.2% | -1.2% | -56.0% | -52.9% |
| 3Y | +159.5% | +135.3% | +24.2% | +34.1% |
| All | +192.2% | +131.8% | +60.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling