+305.3%
APLD vs SNAP
-53.6%
+358.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.5% | -6.0% |
| 7D | +2.7% | +6.0% | -3.3% | +0.8% |
| 30D | -21.4% | -13.8% | -7.7% | -17.4% |
| 3M | -47.8% | -0.8% | -47.1% | -47.8% |
| 6M | -64.9% | -6.2% | -58.6% | -64.5% |
| YTD | -34.9% | -34.8% | 0.0% | -28.1% |
| 1Y | -30.7% | -38.7% | +7.9% | -22.2% |
| 3Y | +305.3% | -53.5% | +358.8% | +280.7% |
| All | +305.3% | -53.6% | +358.9% | +280.7% |
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