+220.6%
APLD vs EAT
+480.6%
-260.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.9% | +12.6% | +11.2% |
| 7D | -12.7% | -2.6% | -10.1% | -11.9% |
| 30D | -34.7% | +11.5% | -46.2% | -38.8% |
| 3M | -46.1% | -9.1% | -37.0% | -44.6% |
| 6M | -64.9% | +40.4% | -105.3% | -72.0% |
| YTD | -36.6% | +43.9% | -80.5% | -50.2% |
| 1Y | -50.0% | +101.9% | -151.9% | -67.9% |
| 3Y | +190.1% | +489.9% | -299.8% | -13.2% |
| All | +220.6% | +480.6% | -260.0% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling