+190.1%
APLD vs SNAP
-53.8%
+243.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.6% | +12.3% | +10.6% |
| 7D | -12.7% | -7.1% | -5.6% | -10.5% |
| 30D | -34.7% | -14.6% | -20.1% | -31.2% |
| 3M | -46.1% | -5.0% | -41.1% | -45.4% |
| 6M | -64.9% | -18.8% | -46.0% | -62.9% |
| YTD | -36.6% | -38.5% | +2.0% | -28.8% |
| 1Y | -50.0% | -38.1% | -11.9% | -43.9% |
| 3Y | +190.1% | -53.8% | +243.9% | +112.1% |
| All | +190.1% | -53.8% | +243.9% | +112.1% |
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