+252.0%
APLD vs SNAP
-55.0%
+307.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +6.9% |
| 7D | +3.1% | -7.3% | +10.4% | +5.9% |
| 30D | -29.4% | -18.9% | -10.5% | -24.3% |
| 3M | -42.8% | -5.3% | -37.5% | -42.0% |
| 6M | -59.5% | -16.9% | -42.5% | -57.5% |
| YTD | -31.8% | -37.4% | +5.6% | -23.8% |
| 1Y | -46.0% | -38.5% | -7.5% | -39.3% |
| 3Y | +252.0% | -55.1% | +307.1% | +159.6% |
| All | +252.0% | -55.0% | +307.0% | +159.6% |
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