+483.7%
APLD vs EAT
+525.3%
-41.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.4% | +10.7% | +9.1% |
| 7D | +16.6% | -4.9% | +21.5% | +19.4% |
| 30D | -3.1% | -1.2% | -1.9% | -3.4% |
| 3M | -30.9% | +52.2% | -83.1% | -46.3% |
| 6M | +12.6% | +65.0% | -52.4% | -16.9% |
| YTD | +15.5% | +55.0% | -39.6% | -11.6% |
| 1Y | +103.5% | +42.1% | +61.5% | +59.6% |
| 3Y | +446.5% | +614.7% | -168.2% | +49.1% |
| All | +483.7% | +525.3% | -41.6% | +16.3% |
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