+26.7%
HYG vs APLD
+440.3%
-413.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.4% | -0.1% |
| 7D | 0.0% | +16.6% | -16.5% | -0.2% |
| 30D | -0.1% | -3.1% | +3.0% | -0.1% |
| 3M | +1.0% | -30.9% | +31.8% | +1.3% |
| 6M | +2.3% | +12.6% | -10.3% | +1.9% |
| YTD | +2.1% | +15.5% | -13.3% | +1.5% |
| 1Y | +3.8% | +103.5% | -99.7% | +2.3% |
| 3Y | +26.7% | +446.5% | -419.8% | +20.4% |
| All | +26.7% | +440.3% | -413.6% | +20.4% |
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