+444.7%
APLD vs REGN
+10.1%
+434.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.0% |
| 7D | +0.2% | -5.6% | +5.8% | +2.1% |
| 30D | -15.2% | -2.0% | -13.2% | -14.8% |
| 3M | -36.3% | +28.0% | -64.2% | -41.8% |
| 6M | -7.4% | +1.2% | -8.5% | -7.9% |
| YTD | +7.7% | +1.6% | +6.1% | +6.9% |
| 1Y | +53.8% | +38.2% | +15.5% | +35.4% |
| 3Y | +407.1% | -5.4% | +412.5% | +408.3% |
| All | +444.7% | +10.1% | +434.6% | +305.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling