-46.5%
APLD vs REGN
+45.3%
-91.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.4% | -6.2% |
| 7D | -18.5% | +14.4% | -33.0% | -20.1% |
| 30D | -32.8% | +28.1% | -60.9% | -36.2% |
| 3M | -46.9% | +22.5% | -69.4% | -49.0% |
| 6M | -53.4% | +31.6% | -85.0% | -55.5% |
| YTD | -32.3% | +21.0% | -53.3% | -34.7% |
| 1Y | -46.5% | +49.0% | -95.5% | -32.8% |
| All | -46.5% | +45.3% | -91.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling