+242.5%
APLD vs RF
+71.0%
+171.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.2% | -8.0% |
| 7D | -18.5% | +2.3% | -20.8% | -20.4% |
| 30D | -32.8% | +7.2% | -40.0% | -37.1% |
| 3M | -46.9% | -8.2% | -38.7% | -43.2% |
| 6M | -53.4% | +7.0% | -60.4% | -57.2% |
| YTD | -32.3% | +10.3% | -42.6% | -40.4% |
| 1Y | -46.5% | +25.1% | -71.6% | -58.3% |
| 3Y | +204.2% | +110.3% | +93.9% | +26.6% |
| All | +242.5% | +71.0% | +171.5% | +74.8% |
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