+244.7%
APLD vs SLV
+103.4%
+141.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +5.7% |
| 7D | +3.1% | +5.6% | -2.6% | -1.0% |
| 30D | -29.4% | -12.1% | -17.3% | -22.8% |
| 3M | -42.8% | -16.3% | -26.5% | -35.2% |
| 6M | -59.5% | -34.1% | -25.4% | -46.5% |
| YTD | -31.8% | -25.3% | -6.5% | -26.1% |
| 1Y | -46.0% | +9.6% | -55.6% | -60.0% |
| 3Y | +252.0% | +132.7% | +119.3% | +42.9% |
| All | +244.7% | +103.4% | +141.4% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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