+192.2%
APLD vs SNAP
-84.9%
+277.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -14.0% | -0.7% | -10.1% |
| 7D | -27.0% | -10.4% | -16.6% | -24.2% |
| 30D | -44.1% | -11.9% | -32.1% | -41.7% |
| 3M | -52.6% | -4.5% | -48.1% | -52.1% |
| 6M | -64.5% | -16.7% | -47.8% | -62.8% |
| YTD | -42.2% | -36.9% | -5.3% | -35.0% |
| 1Y | -57.2% | -30.3% | -26.9% | -53.5% |
| 3Y | +159.5% | -52.5% | +212.0% | +185.4% |
| All | +192.2% | -84.9% | +277.0% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling