+444.7%
APLD vs QSR
+51.4%
+393.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.0% |
| 7D | +0.2% | -4.0% | +4.2% | +3.3% |
| 30D | -15.2% | +2.8% | -17.9% | -17.1% |
| 3M | -36.3% | +5.1% | -41.4% | -39.9% |
| 6M | -7.4% | +8.8% | -16.2% | -16.4% |
| YTD | +7.7% | +14.8% | -7.1% | -9.6% |
| 1Y | +53.8% | +25.7% | +28.1% | +15.0% |
| 3Y | +407.1% | +27.5% | +379.6% | +246.1% |
| All | +444.7% | +51.4% | +393.4% | +81.1% |
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