+164.4%
APLD vs S
+32.3%
+132.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -8.8% | -5.9% | -11.5% |
| 7D | -27.0% | -16.7% | -10.3% | -21.8% |
| 30D | -44.1% | -17.0% | -27.1% | -40.0% |
| 3M | -52.6% | +2.0% | -54.6% | -53.5% |
| 6M | -64.5% | +35.1% | -99.5% | -69.5% |
| YTD | -42.2% | +42.8% | -85.0% | -52.5% |
| 1Y | -57.2% | +27.7% | -84.9% | -63.1% |
| All | +164.4% | +32.3% | +132.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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