-35.9%
APLD vs SUNB
+15.8%
-51.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.4% | +5.0% | +5.4% |
| 7D | +7.8% | +3.2% | +4.6% | +5.8% |
| 30D | -23.0% | +10.3% | -33.2% | -27.7% |
| 3M | -39.7% | +3.9% | -43.5% | -40.8% |
| 6M | -59.8% | +17.5% | -77.3% | -64.3% |
| All | -35.9% | +15.8% | -51.7% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling