+192.2%
APLD vs SIMO
+127.0%
+65.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -14.4% | -0.3% | -8.1% |
| 7D | -27.0% | -31.4% | +4.4% | -13.1% |
| 30D | -44.1% | -45.2% | +1.1% | -27.0% |
| 3M | -52.6% | -36.5% | -16.0% | -43.0% |
| 6M | -64.5% | -34.2% | -30.3% | -58.6% |
| YTD | -42.2% | +69.9% | -112.1% | -60.4% |
| 1Y | -57.2% | +60.4% | -117.6% | -69.5% |
| 3Y | +159.5% | +203.1% | -43.6% | +40.1% |
| All | +192.2% | +127.0% | +65.1% | +80.6% |
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