+243.9%
APLD vs SLV
+96.4%
+147.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +2.1% |
| 7D | -6.3% | +3.7% | -10.0% | -8.9% |
| 30D | -29.6% | -15.2% | -14.4% | -21.2% |
| 3M | -42.6% | -21.8% | -20.8% | -32.0% |
| 6M | -59.6% | -36.3% | -23.2% | -45.3% |
| YTD | -32.0% | -27.8% | -4.1% | -24.6% |
| 1Y | -46.9% | +1.5% | -48.5% | -58.2% |
| 3Y | +255.7% | +128.5% | +127.1% | +46.0% |
| All | +243.9% | +96.4% | +147.6% | +160.5% |
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