-2.8%
APLD vs SUNB
+1.6%
-4.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -8.3% |
| 7D | +9.0% | +9.4% | -0.5% | +1.7% |
| 30D | -6.6% | -6.9% | +0.3% | -1.7% |
| 3M | -35.2% | -11.3% | -23.9% | -29.5% |
| 6M | +0.4% | -1.8% | +2.2% | -3.8% |
| All | -2.8% | +1.6% | -4.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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