-64.5%
APLD vs SNAP
-19.6%
-44.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -14.0% | -0.7% | -9.3% |
| 7D | -27.0% | -10.4% | -16.6% | -23.4% |
| 30D | -44.1% | -11.9% | -32.1% | -40.9% |
| 3M | -52.6% | -4.5% | -48.1% | -51.3% |
| 6M | -64.5% | -16.7% | -47.8% | -61.4% |
| All | -64.5% | -19.6% | -44.9% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling