+483.7%
APLD vs USFR
+20.1%
+463.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +8.1% |
| 7D | +16.6% | +0.1% | +16.5% | +17.9% |
| 30D | -3.1% | +0.3% | -3.4% | +3.2% |
| 3M | -30.9% | +1.0% | -31.8% | -15.7% |
| 6M | +12.6% | +1.9% | +10.7% | +63.1% |
| YTD | +15.5% | +2.7% | +12.8% | +88.5% |
| 1Y | +103.5% | +4.0% | +99.5% | +313.6% |
| 3Y | +446.5% | +14.0% | +432.5% | +8,988.0% |
| All | +483.7% | +20.1% | +463.6% | +52,118.5% |
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