+190.1%
APLD vs SAN
+235.5%
-45.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +12.0% | +11.4% |
| 7D | -12.7% | +4.9% | -17.6% | -16.6% |
| 30D | -34.7% | -13.0% | -21.7% | -28.0% |
| 3M | -46.1% | -18.9% | -27.3% | -37.5% |
| 6M | -64.9% | -4.1% | -60.7% | -63.8% |
| YTD | -36.6% | +2.6% | -39.2% | -37.9% |
| 1Y | -50.0% | +16.9% | -66.9% | -55.2% |
| 3Y | +190.1% | +239.1% | -48.9% | -4.9% |
| All | +190.1% | +235.5% | -45.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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