-35.9%
APP vs APLD
+85.3%
-121.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.9% |
| 7D | +0.9% | +4.1% | -3.2% | 0.0% |
| 30D | -23.3% | -11.7% | -11.6% | -21.6% |
| 3M | -42.6% | -40.3% | -2.4% | -37.5% |
| 6M | -33.6% | -8.0% | -25.6% | -35.8% |
| YTD | -52.4% | +7.5% | -60.0% | -54.3% |
| 1Y | -35.9% | +84.0% | -119.9% | -30.8% |
| All | -35.9% | +85.3% | -121.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling