+229.3%
APLD vs SAN
+331.8%
-102.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.4% | -6.3% |
| 7D | +2.7% | +4.0% | -1.3% | -0.5% |
| 30D | -21.4% | -7.8% | -13.6% | -16.7% |
| 3M | -47.8% | -16.4% | -31.5% | -40.2% |
| 6M | -64.9% | +3.5% | -68.4% | -66.1% |
| YTD | -34.9% | +6.7% | -41.6% | -38.8% |
| 1Y | -30.7% | +14.5% | -45.2% | -38.9% |
| 3Y | +305.3% | +243.5% | +61.8% | +25.7% |
| All | +229.3% | +331.8% | -102.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling