+443.7%
APLD vs USFR
+20.1%
+423.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.2% |
| 7D | +4.1% | +0.1% | +4.0% | +5.3% |
| 30D | -11.7% | +0.3% | -12.0% | -6.3% |
| 3M | -40.3% | +1.0% | -41.3% | -26.8% |
| 6M | -8.0% | +1.9% | -9.9% | +33.8% |
| YTD | +7.5% | +2.6% | +4.9% | +74.3% |
| 1Y | +84.0% | +4.0% | +80.0% | +272.6% |
| 3Y | +356.2% | +14.1% | +342.1% | +7,663.2% |
| All | +443.7% | +20.1% | +423.6% | +48,170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling