+229.3%
APLD vs SIMO
+147.0%
+82.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.6% | -0.2% | -3.2% |
| 7D | +2.7% | +4.1% | -1.4% | +1.0% |
| 30D | -21.4% | -24.0% | +2.5% | -10.4% |
| 3M | -47.8% | -31.8% | -16.1% | -38.6% |
| 6M | -64.9% | -36.9% | -28.0% | -58.4% |
| YTD | -34.9% | +84.8% | -119.7% | -56.9% |
| 1Y | -30.7% | +99.0% | -129.7% | -55.7% |
| 3Y | +305.3% | +217.9% | +87.4% | +112.6% |
| All | +229.3% | +147.0% | +82.3% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling