-46.5%
APLD vs USFR
+4.1%
-50.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -18.5% | +0.1% | -18.6% | -14.9% |
| 30D | -32.8% | +0.4% | -33.1% | -21.1% |
| 3M | -46.9% | +1.1% | -47.9% | -13.0% |
| 6M | -53.4% | +2.0% | -55.4% | +35.5% |
| YTD | -32.3% | +3.4% | -35.6% | +116.7% |
| 1Y | -46.5% | +4.1% | -50.6% | -16.6% |
| All | -46.5% | +4.1% | -50.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling