+373.4%
APLD vs SLV
+174.2%
+199.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | -11.7% | +6.7% | -18.4% | -15.1% |
| 3M | -40.3% | -10.7% | -29.6% | -35.9% |
| 6M | -8.0% | -20.6% | +12.6% | +5.3% |
| YTD | +7.5% | -7.1% | +14.7% | -0.3% |
| 1Y | +84.0% | +62.0% | +22.0% | -3.5% |
| All | +373.4% | +174.2% | +199.3% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling