+446.5%
APLD vs QSR
+28.6%
+417.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.4% | +9.7% | +8.2% |
| 7D | +16.6% | +0.1% | +16.5% | +16.4% |
| 30D | -3.1% | +5.9% | -9.0% | -5.3% |
| 3M | -30.9% | +10.5% | -41.3% | -34.3% |
| 6M | +12.6% | +7.7% | +4.9% | +7.8% |
| YTD | +15.5% | +16.8% | -1.3% | +4.5% |
| 1Y | +103.5% | +30.9% | +72.6% | +67.5% |
| 3Y | +446.5% | +28.2% | +418.3% | +340.7% |
| All | +446.5% | +28.6% | +417.9% | +340.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling