+1.6%
HYG vs APLD
-46.0%
+47.6%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.4% | +0.8% |
| 7D | -0.1% | -18.5% | +18.4% | +0.2% |
| 30D | +0.7% | -32.8% | +33.5% | +1.3% |
| 3M | -2.0% | -46.9% | +44.9% | -1.2% |
| 6M | -0.9% | -53.4% | +52.5% | 0.0% |
| YTD | +0.1% | -32.3% | +32.3% | +0.2% |
| 1Y | +1.6% | -46.5% | +48.1% | +1.9% |
| All | +1.6% | -46.0% | +47.6% | +1.9% |
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