+229.3%
APLD vs SO
+45.7%
+183.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -5.8% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | -21.4% | +4.7% | -26.1% | -21.8% |
| 3M | -47.8% | +1.7% | -49.5% | -48.0% |
| 6M | -64.9% | +2.2% | -67.0% | -65.2% |
| YTD | -34.9% | +10.0% | -44.8% | -36.7% |
| 1Y | -30.7% | +6.0% | -36.8% | -32.0% |
| 3Y | +305.3% | +54.1% | +251.2% | +205.5% |
| All | +229.3% | +45.7% | +183.6% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling