+86.2%
APLD vs QS
-41.9%
+128.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.3% | +6.0% |
| 7D | +16.6% | +2.2% | +14.4% | +14.9% |
| 30D | -3.1% | -8.1% | +4.9% | +2.6% |
| 3M | -30.9% | -27.0% | -3.8% | -15.8% |
| 6M | +12.6% | -16.4% | +29.1% | +28.1% |
| YTD | +15.5% | -46.4% | +61.8% | +66.3% |
| All | +86.2% | -41.9% | +128.2% | +194.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling