+220.6%
APLD vs RF
+66.8%
+153.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +10.0% |
| 7D | -12.7% | -0.9% | -11.8% | -12.1% |
| 30D | -34.7% | +6.0% | -40.7% | -38.2% |
| 3M | -46.1% | -8.9% | -37.2% | -41.9% |
| 6M | -64.9% | +2.3% | -67.2% | -66.4% |
| YTD | -36.6% | +7.6% | -44.1% | -42.9% |
| 1Y | -50.0% | +21.2% | -71.1% | -59.8% |
| 3Y | +190.1% | +108.5% | +81.6% | +21.4% |
| All | +220.6% | +66.8% | +153.8% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling