+483.7%
APLD vs SRE
+14.1%
+469.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.0% |
| 7D | +16.6% | +1.4% | +15.1% | +15.3% |
| 30D | -3.1% | +1.9% | -5.0% | -5.0% |
| 3M | -30.9% | -3.3% | -27.6% | -29.5% |
| 6M | +12.6% | -6.4% | +19.0% | +17.1% |
| YTD | +15.5% | -1.8% | +17.3% | +15.3% |
| 1Y | +103.5% | +10.7% | +92.8% | +81.1% |
| 3Y | +446.5% | +31.8% | +414.7% | +315.0% |
| All | +483.7% | +14.1% | +469.6% | +459.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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