+269.3%
APLD vs EAT
+464.2%
-194.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +6.0% |
| 7D | +7.8% | -8.9% | +16.8% | +13.0% |
| 30D | -23.0% | +3.4% | -26.4% | -25.0% |
| 3M | -39.7% | -9.3% | -30.3% | -38.0% |
| 6M | -59.8% | +43.8% | -103.6% | -68.5% |
| YTD | -27.0% | +39.9% | -66.8% | -41.9% |
| 1Y | -37.3% | +89.7% | -127.0% | -58.4% |
| 3Y | +281.9% | +491.3% | -209.4% | +13.8% |
| All | +269.3% | +464.2% | -194.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling