+373.4%
APLD vs SNAP
-46.7%
+420.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +3.1% |
| 7D | +4.1% | +0.7% | +3.3% | +3.8% |
| 30D | -11.7% | +2.6% | -14.3% | -12.7% |
| 3M | -40.3% | -9.9% | -30.4% | -38.7% |
| 6M | -8.0% | +1.9% | -9.8% | -10.6% |
| YTD | +7.5% | -32.2% | +39.8% | +17.8% |
| 1Y | +84.0% | -22.8% | +106.9% | +91.3% |
| All | +373.4% | -46.7% | +420.2% | +307.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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