+249.5%
APLD vs SRE
+6.3%
+243.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.3% | -6.1% |
| 7D | +19.6% | -1.1% | +20.7% | +20.4% |
| 30D | -24.5% | -4.1% | -20.3% | -22.0% |
| 3M | -45.6% | -7.3% | -38.3% | -42.4% |
| 6M | -61.4% | -14.1% | -47.3% | -56.8% |
| YTD | -30.9% | -8.5% | -22.4% | -26.9% |
| 1Y | -35.8% | -12.0% | -23.8% | -30.0% |
| 3Y | +261.4% | +23.4% | +238.0% | +190.0% |
| All | +249.5% | +6.3% | +243.2% | +254.8% |
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