+269.3%
APLD vs ECL
+81.1%
+188.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.8% |
| 7D | +7.8% | -2.3% | +10.1% | +10.4% |
| 30D | -23.0% | +8.3% | -31.3% | -28.7% |
| 3M | -39.7% | +8.4% | -48.1% | -44.6% |
| 6M | -59.8% | +23.3% | -83.1% | -68.0% |
| YTD | -27.0% | +18.2% | -45.2% | -39.5% |
| 1Y | -37.3% | +18.8% | -56.1% | -48.6% |
| 3Y | +281.9% | +78.5% | +203.4% | +87.4% |
| All | +269.3% | +81.1% | +188.2% | +70.6% |
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