-55.4%
APP vs APLD
-46.0%
-9.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.7% | +17.4% | +12.1% |
| 7D | +4.5% | -18.5% | +23.1% | +9.0% |
| 30D | -3.6% | -32.8% | +29.1% | +4.2% |
| 3M | -35.3% | -46.9% | +11.6% | -26.9% |
| 6M | -42.8% | -53.4% | +10.6% | -35.6% |
| YTD | -59.7% | -32.3% | -27.4% | -59.9% |
| 1Y | -55.4% | -46.5% | -8.8% | -52.1% |
| All | -55.4% | -46.0% | -9.3% | -52.1% |
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