+516.9%
APP vs APLD
+461.1%
+55.9%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +2.0% |
| 7D | +0.9% | +4.1% | -3.2% | +0.4% |
| 30D | -23.3% | -11.7% | -11.6% | -22.2% |
| 3M | -42.6% | -40.3% | -2.4% | -39.5% |
| 6M | -33.6% | -8.0% | -25.6% | -34.4% |
| YTD | -52.4% | +7.5% | -60.0% | -54.1% |
| 1Y | -35.9% | +84.0% | -119.9% | -42.5% |
| 3Y | +642.2% | +356.2% | +286.0% | +447.9% |
| All | +516.9% | +461.1% | +55.9% | +194.9% |
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 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