+244.7%
APLD vs Z
-35.3%
+280.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +5.7% |
| 7D | +3.1% | -5.2% | +8.2% | +5.3% |
| 30D | -29.4% | +5.7% | -35.1% | -33.0% |
| 3M | -42.8% | -8.7% | -34.0% | -42.5% |
| 6M | -59.5% | -26.0% | -33.5% | -55.0% |
| YTD | -31.8% | -55.0% | +23.2% | -2.0% |
| 1Y | -46.0% | -58.0% | +12.0% | -18.6% |
| 3Y | +252.0% | -15.2% | +267.2% | +185.5% |
| All | +244.7% | -35.3% | +280.1% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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