+244.7%
APLD vs SIMO
+149.9%
+94.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.7% | +1.8% | +4.9% |
| 7D | +3.1% | -8.5% | +11.5% | +8.0% |
| 30D | -29.4% | -34.8% | +5.4% | -14.2% |
| 3M | -42.8% | -32.8% | -9.9% | -32.6% |
| 6M | -59.5% | -32.0% | -27.4% | -53.5% |
| YTD | -31.8% | +87.0% | -118.8% | -55.2% |
| 1Y | -46.0% | +86.1% | -132.1% | -64.1% |
| 3Y | +252.0% | +226.4% | +25.6% | +82.9% |
| All | +244.7% | +149.9% | +94.8% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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