+229.3%
APLD vs ECL
+82.0%
+147.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -7.2% |
| 7D | +2.7% | +2.9% | -0.2% | +0.2% |
| 30D | -21.4% | +7.5% | -28.9% | -26.8% |
| 3M | -47.8% | +12.2% | -60.1% | -53.6% |
| 6M | -64.9% | +24.6% | -89.4% | -72.3% |
| YTD | -34.9% | +18.8% | -53.6% | -46.3% |
| 1Y | -30.7% | +19.3% | -50.1% | -43.5% |
| 3Y | +305.3% | +78.2% | +227.1% | +99.8% |
| All | +229.3% | +82.0% | +147.3% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling