+192.2%
APLD vs REPL
+12.2%
+179.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.2% | -11.5% | -14.5% |
| 7D | -27.0% | +15.1% | -42.1% | -27.6% |
| 30D | -44.1% | +51.1% | -95.2% | -45.5% |
| 3M | -52.6% | +69.2% | -121.8% | -54.1% |
| 6M | -64.5% | +597.6% | -662.0% | -70.4% |
| YTD | -42.2% | +106.0% | -148.2% | -49.7% |
| 1Y | -57.2% | +133.3% | -190.5% | -63.1% |
| 3Y | +159.5% | +41.0% | +118.5% | +86.2% |
| All | +192.2% | +12.2% | +179.9% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling