+220.6%
APLD vs QS
-76.0%
+296.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.1% | +5.6% | +8.0% |
| 7D | -12.7% | +5.4% | -18.1% | -14.5% |
| 30D | -34.7% | -5.3% | -29.4% | -33.0% |
| 3M | -46.1% | -22.6% | -23.5% | -39.9% |
| 6M | -64.9% | -46.2% | -18.7% | -54.3% |
| YTD | -36.6% | -58.9% | +22.3% | -7.0% |
| 1Y | -50.0% | -73.1% | +23.1% | -13.9% |
| 3Y | +190.1% | -27.2% | +217.3% | +174.4% |
| All | +220.6% | -76.0% | +296.6% | +283.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling