+443.7%
APLD vs SLV
+152.7%
+291.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | -11.7% | +6.7% | -18.4% | -15.3% |
| 3M | -40.3% | -10.7% | -29.6% | -35.7% |
| 6M | -8.0% | -20.6% | +12.6% | +6.2% |
| YTD | +7.5% | -7.1% | +14.7% | +0.3% |
| 1Y | +84.0% | +62.0% | +22.0% | +1.3% |
| 3Y | +356.2% | +169.8% | +186.4% | +66.9% |
| All | +443.7% | +152.7% | +291.0% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling