-37.0%
APP vs APLD
-53.8%
+16.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.1% | +8.1% |
| 7D | +71.2% | -12.7% | +83.9% | +73.8% |
| 30D | +39.1% | -34.7% | +73.8% | +49.8% |
| 3M | +16.5% | -46.1% | +62.7% | +29.4% |
| 6M | -16.6% | -64.9% | +48.3% | +0.3% |
| YTD | -41.9% | -36.6% | -5.4% | -42.2% |
| 1Y | -37.0% | -50.0% | +12.9% | -31.9% |
| All | -37.0% | -53.8% | +16.7% | -31.9% |
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