+220.6%
APLD vs USFR
+21.0%
+199.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +10.1% |
| 7D | -12.7% | +0.1% | -12.8% | -10.9% |
| 30D | -34.7% | +0.4% | -35.1% | -29.3% |
| 3M | -46.1% | +1.1% | -47.2% | -33.7% |
| 6M | -64.9% | +2.1% | -66.9% | -47.3% |
| YTD | -36.6% | +3.4% | -40.0% | +19.5% |
| 1Y | -50.0% | +4.1% | -54.1% | +5.3% |
| 3Y | +190.1% | +14.4% | +175.7% | +4,945.8% |
| All | +220.6% | +21.0% | +199.6% | +32,974.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling