+249.5%
APLD vs USFR
+21.0%
+228.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +19.6% | +0.1% | +19.6% | +21.0% |
| 30D | -24.5% | +0.4% | -24.8% | -18.6% |
| 3M | -45.6% | +1.0% | -46.6% | -33.4% |
| 6M | -61.4% | +2.0% | -63.4% | -42.4% |
| YTD | -30.9% | +3.4% | -34.3% | +31.3% |
| 1Y | -35.8% | +4.1% | -39.9% | +34.8% |
| 3Y | +261.4% | +14.4% | +247.0% | +6,184.9% |
| All | +249.5% | +21.0% | +228.4% | +36,285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling