+229.3%
APLD vs QS
-79.3%
+308.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.2% | -0.6% | -3.6% |
| 7D | +2.7% | -14.0% | +16.7% | +9.4% |
| 30D | -21.4% | -6.4% | -15.1% | -19.2% |
| 3M | -47.8% | -40.3% | -7.6% | -35.0% |
| 6M | -64.9% | -57.5% | -7.4% | -49.7% |
| YTD | -34.9% | -64.7% | +29.8% | +1.7% |
| 1Y | -30.7% | -72.9% | +42.1% | +19.8% |
| 3Y | +305.3% | -33.5% | +338.8% | +297.4% |
| All | +229.3% | -79.3% | +308.6% | +319.0% |
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