+305.3%
APLD vs REGN
+21.2%
+284.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +2.7% | +5.7% | -3.0% | +1.7% |
| 30D | -21.4% | +22.8% | -44.2% | -24.3% |
| 3M | -47.8% | +18.7% | -66.5% | -49.4% |
| 6M | -64.9% | +33.1% | -98.0% | -66.7% |
| YTD | -34.9% | +24.3% | -59.1% | -37.4% |
| 1Y | -30.7% | +38.2% | -68.9% | -34.4% |
| 3Y | +305.3% | +21.1% | +284.3% | +451.9% |
| All | +305.3% | +21.2% | +284.2% | +451.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling