+483.7%
APLD vs QS
-68.6%
+552.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.3% | +6.5% |
| 7D | +16.6% | +2.2% | +14.4% | +15.5% |
| 30D | -3.1% | -8.1% | +4.9% | +0.4% |
| 3M | -30.9% | -27.0% | -3.8% | -21.7% |
| 6M | +12.6% | -16.4% | +29.1% | +23.4% |
| YTD | +15.5% | -46.4% | +61.8% | +50.8% |
| 1Y | +103.5% | -41.1% | +144.6% | +151.0% |
| 3Y | +446.5% | -18.6% | +465.2% | +394.3% |
| All | +483.7% | -68.6% | +552.3% | +521.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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