+192.2%
APLD vs RF
+67.4%
+124.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -12.8% |
| 7D | -27.0% | -1.6% | -25.4% | -25.9% |
| 30D | -44.1% | +5.0% | -49.1% | -46.6% |
| 3M | -52.6% | -10.0% | -42.6% | -48.3% |
| 6M | -64.5% | +3.3% | -67.8% | -66.3% |
| YTD | -42.2% | +7.9% | -50.1% | -48.1% |
| 1Y | -57.2% | +21.2% | -78.4% | -65.6% |
| 3Y | +159.5% | +105.8% | +53.7% | +10.4% |
| All | +192.2% | +67.4% | +124.8% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling