+229.3%
APLD vs QSR
+49.7%
+179.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.7% |
| 7D | +2.7% | -2.9% | +5.6% | +4.7% |
| 30D | -21.4% | +4.1% | -25.6% | -24.7% |
| 3M | -47.8% | -0.7% | -47.2% | -48.5% |
| 6M | -64.9% | +0.4% | -65.3% | -66.2% |
| YTD | -34.9% | +13.5% | -48.4% | -45.8% |
| 1Y | -30.7% | +11.0% | -41.7% | -41.5% |
| 3Y | +305.3% | +22.0% | +283.3% | +191.1% |
| All | +229.3% | +49.7% | +179.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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