+244.7%
APLD vs USFR
+21.0%
+223.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +3.1% | +0.1% | +3.0% | +4.3% |
| 30D | -29.4% | +0.4% | -29.8% | -24.2% |
| 3M | -42.8% | +1.1% | -43.8% | -29.6% |
| 6M | -59.5% | +2.0% | -61.5% | -39.7% |
| YTD | -31.8% | +3.4% | -35.2% | +28.6% |
| 1Y | -46.0% | +4.1% | -50.1% | +13.3% |
| 3Y | +252.0% | +14.3% | +237.7% | +5,953.8% |
| All | +244.7% | +21.0% | +223.7% | +35,539.9% |
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