+443.7%
APLD vs SLB
+51.4%
+392.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.1% | +0.8% | +3.2% | +3.4% |
| 30D | -11.7% | +15.8% | -27.5% | -19.8% |
| 3M | -40.3% | -0.3% | -39.9% | -41.0% |
| 6M | -8.0% | +21.3% | -29.3% | -20.7% |
| YTD | +7.5% | +52.3% | -44.8% | -19.5% |
| 1Y | +84.0% | +63.6% | +20.4% | +29.8% |
| 3Y | +356.2% | +3.8% | +352.5% | +330.5% |
| All | +443.7% | +51.4% | +392.3% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling