-46.5%
APLD vs ECL
+23.8%
-70.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.1% | -7.3% |
| 7D | -18.5% | +7.7% | -26.3% | -20.1% |
| 30D | -32.8% | +13.7% | -46.4% | -35.2% |
| 3M | -46.9% | +11.6% | -58.4% | -48.6% |
| 6M | -53.4% | +23.9% | -77.3% | -58.4% |
| YTD | -32.3% | +21.0% | -53.2% | -36.7% |
| 1Y | -46.5% | +23.1% | -69.6% | -49.1% |
| All | -46.5% | +23.8% | -70.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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