+305.3%
APLD vs USFR
+14.4%
+291.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.5% |
| 7D | +2.7% | +0.1% | +2.6% | +3.7% |
| 30D | -21.4% | +0.4% | -21.8% | -16.9% |
| 3M | -47.8% | +1.1% | -48.9% | -38.3% |
| 6M | -64.9% | +2.0% | -66.9% | -51.0% |
| YTD | -34.9% | +3.5% | -38.3% | +2.9% |
| 1Y | -30.7% | +4.1% | -34.8% | +12.5% |
| 3Y | +305.3% | +14.4% | +291.0% | +7,068.8% |
| All | +305.3% | +14.4% | +291.0% | +7,068.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling