+244.7%
APLD vs RUN
-61.7%
+306.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +8.0% |
| 7D | +3.1% | +18.1% | -15.0% | -0.7% |
| 30D | -29.4% | +27.5% | -56.9% | -33.2% |
| 3M | -42.8% | -4.5% | -38.3% | -42.8% |
| 6M | -59.5% | -33.3% | -26.1% | -56.7% |
| YTD | -31.8% | -47.1% | +15.3% | -25.7% |
| 1Y | -46.0% | -43.1% | -2.9% | -41.9% |
| 3Y | +252.0% | -3.0% | +255.0% | +160.1% |
| All | +244.7% | -61.7% | +306.4% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling