+443.7%
APLD vs SIMO
+272.2%
+171.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | -1.9% |
| 7D | +4.1% | +4.2% | -0.2% | +2.1% |
| 30D | -11.7% | +4.1% | -15.8% | -14.7% |
| 3M | -40.3% | -12.9% | -27.4% | -38.5% |
| 6M | -8.0% | +110.3% | -118.3% | -39.1% |
| YTD | +7.5% | +178.6% | -171.0% | -40.8% |
| 1Y | +84.0% | +220.0% | -136.0% | -5.7% |
| 3Y | +356.2% | +409.0% | -52.8% | +97.3% |
| All | +443.7% | +272.2% | +171.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling