+244.7%
APLD vs QS
-74.4%
+319.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.8% | +0.7% | +4.6% |
| 7D | +3.1% | +13.7% | -10.6% | -2.2% |
| 30D | -29.4% | -0.2% | -29.2% | -29.2% |
| 3M | -42.8% | -24.8% | -17.9% | -35.2% |
| 6M | -59.5% | -39.4% | -20.1% | -49.7% |
| YTD | -31.8% | -56.1% | +24.3% | -2.7% |
| 1Y | -46.0% | -72.5% | +26.5% | -8.2% |
| 3Y | +252.0% | -16.3% | +268.3% | +213.3% |
| All | +244.7% | -74.4% | +319.1% | +300.9% |
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