+244.7%
APLD vs SRE
+6.0%
+238.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +6.9% |
| 7D | +3.1% | -8.4% | +11.5% | +10.9% |
| 30D | -29.4% | -3.2% | -26.2% | -27.6% |
| 3M | -42.8% | -5.3% | -37.5% | -40.4% |
| 6M | -59.5% | -12.6% | -46.9% | -55.2% |
| YTD | -31.8% | -8.8% | -23.1% | -27.7% |
| 1Y | -46.0% | -13.4% | -32.6% | -40.3% |
| 3Y | +252.0% | +24.4% | +227.6% | +180.3% |
| All | +244.7% | +6.0% | +238.7% | +251.0% |
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