+220.6%
APLD vs SLB
+31.5%
+189.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.6% | +9.2% | +9.4% |
| 7D | -12.7% | -7.1% | -5.6% | -8.4% |
| 30D | -34.7% | +4.1% | -38.8% | -36.1% |
| 3M | -46.1% | -2.6% | -43.5% | -45.7% |
| 6M | -64.9% | -8.6% | -56.3% | -63.8% |
| YTD | -36.6% | +32.2% | -68.8% | -48.4% |
| 1Y | -50.0% | +40.7% | -90.6% | -61.0% |
| 3Y | +190.1% | -4.5% | +194.6% | +187.0% |
| All | +220.6% | +31.5% | +189.2% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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