+243.9%
APLD vs SO
+45.8%
+198.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -29.6% | +8.7% | -38.2% | -30.2% |
| 3M | -42.6% | +3.4% | -46.0% | -42.8% |
| 6M | -59.6% | +3.7% | -63.3% | -60.0% |
| YTD | -32.0% | +10.0% | -42.0% | -33.8% |
| 1Y | -46.9% | +6.6% | -53.5% | -48.0% |
| 3Y | +255.7% | +52.5% | +203.2% | +170.6% |
| All | +243.9% | +45.8% | +198.2% | +207.7% |
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