+164.4%
APLD vs RF
+105.6%
+58.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -13.3% |
| 7D | -27.0% | -1.6% | -25.4% | -26.2% |
| 30D | -44.1% | +5.0% | -49.1% | -46.0% |
| 3M | -52.6% | -10.0% | -42.6% | -49.4% |
| 6M | -64.5% | +3.3% | -67.8% | -65.9% |
| YTD | -42.2% | +7.9% | -50.1% | -46.8% |
| 1Y | -57.2% | +21.2% | -78.4% | -63.8% |
| All | +164.4% | +105.6% | +58.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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