+892.4%
APP vs APLD
+185.8%
+706.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.7% | +0.1% | +8.4% |
| 7D | +71.2% | -12.7% | +83.9% | +73.3% |
| 30D | +39.1% | -34.7% | +73.8% | +47.0% |
| 3M | +16.5% | -46.1% | +62.7% | +25.9% |
| 6M | -16.6% | -64.9% | +48.3% | -4.9% |
| YTD | -41.9% | -36.6% | -5.4% | -40.9% |
| 1Y | -37.0% | -50.0% | +12.9% | -34.1% |
| 3Y | +892.4% | +190.1% | +702.3% | +606.5% |
| All | +892.4% | +185.8% | +706.6% | +606.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling