+190.1%
APLD vs SLV
+120.9%
+69.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.9% | +9.8% |
| 7D | -12.7% | +5.1% | -17.8% | -16.1% |
| 30D | -34.7% | -12.9% | -21.8% | -28.2% |
| 3M | -46.1% | -16.1% | -30.0% | -39.1% |
| 6M | -64.9% | -33.2% | -31.7% | -54.1% |
| YTD | -36.6% | -27.2% | -9.3% | -31.6% |
| 1Y | -50.0% | +7.6% | -57.6% | -65.6% |
| 3Y | +190.1% | +122.3% | +67.8% | -1.5% |
| All | +190.1% | +120.9% | +69.2% | -1.5% |
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 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