+229.3%
APLD vs SLB
+36.1%
+193.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.7% |
| 7D | +2.7% | +3.5% | -0.8% | +0.7% |
| 30D | -21.4% | +6.5% | -27.9% | -24.1% |
| 3M | -47.8% | -0.2% | -47.6% | -48.1% |
| 6M | -64.9% | -5.7% | -59.2% | -64.5% |
| YTD | -34.9% | +36.8% | -71.7% | -48.1% |
| 1Y | -30.7% | +45.8% | -76.5% | -47.1% |
| 3Y | +305.3% | +3.4% | +302.0% | +281.3% |
| All | +229.3% | +36.1% | +193.2% | +152.2% |
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