+243.9%
APLD vs REPL
+30.5%
+213.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.5% |
| 7D | -6.3% | +12.7% | -19.1% | -6.9% |
| 30D | -29.6% | +73.5% | -103.0% | -31.8% |
| 3M | -42.6% | +70.3% | -112.9% | -44.5% |
| 6M | -59.6% | +472.0% | -531.6% | -65.6% |
| YTD | -32.0% | +139.5% | -171.5% | -41.3% |
| 1Y | -46.9% | +167.3% | -214.2% | -54.7% |
| 3Y | +255.7% | +109.5% | +146.1% | +137.0% |
| All | +243.9% | +30.5% | +213.4% | +92.0% |
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