+403.2%
APLD vs QS
-19.4%
+422.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +4.1% | -2.3% | +6.4% | +5.1% |
| 30D | -11.7% | -0.7% | -11.0% | -11.6% |
| 3M | -40.3% | -39.6% | -0.6% | -27.3% |
| 6M | -8.0% | -21.7% | +13.8% | +3.3% |
| YTD | +7.5% | -47.4% | +55.0% | +39.1% |
| 1Y | +84.0% | -28.4% | +112.4% | +112.7% |
| All | +403.2% | -19.4% | +422.7% | +436.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling