+423.0%
APP vs APLD
+253.4%
+169.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.7% | +17.4% | +11.5% |
| 7D | +4.5% | -18.5% | +23.1% | +7.1% |
| 30D | -3.6% | -32.8% | +29.1% | +0.7% |
| 3M | -35.3% | -46.9% | +11.6% | -30.7% |
| 6M | -42.8% | -53.4% | +10.6% | -38.7% |
| YTD | -59.7% | -32.3% | -27.4% | -59.1% |
| 1Y | -55.4% | -46.5% | -8.8% | -53.8% |
| 3Y | +592.0% | +204.2% | +387.8% | +435.5% |
| All | +423.0% | +253.4% | +169.6% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling