+244.7%
APLD vs REPL
+24.8%
+220.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.6% | +7.4% |
| 7D | +3.1% | +14.2% | -11.1% | +2.4% |
| 30D | -29.4% | +65.9% | -95.3% | -31.5% |
| 3M | -42.8% | +84.6% | -127.4% | -44.9% |
| 6M | -59.5% | +446.9% | -506.4% | -65.4% |
| YTD | -31.8% | +129.0% | -160.8% | -41.0% |
| 1Y | -46.0% | +167.9% | -213.9% | -54.0% |
| 3Y | +252.0% | +93.9% | +158.1% | +137.4% |
| All | +244.7% | +24.8% | +220.0% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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