+192.2%
APLD vs SLB
+30.7%
+161.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.7% | -11.0% | -12.5% |
| 7D | -27.0% | -7.7% | -19.2% | -23.1% |
| 30D | -44.1% | -0.7% | -43.4% | -43.7% |
| 3M | -52.6% | 0.0% | -52.5% | -53.1% |
| 6M | -64.5% | -10.4% | -54.0% | -62.9% |
| YTD | -42.2% | +31.5% | -73.7% | -52.9% |
| 1Y | -57.2% | +39.1% | -96.3% | -66.4% |
| 3Y | +159.5% | -5.7% | +165.2% | +158.8% |
| All | +192.2% | +30.7% | +161.4% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling