+255.7%
APLD vs ECL
+79.5%
+176.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -6.3% | +0.4% | -6.8% | -6.4% |
| 30D | -29.6% | +8.6% | -38.1% | -32.7% |
| 3M | -42.6% | +7.9% | -50.5% | -45.1% |
| 6M | -59.6% | +21.0% | -80.6% | -64.5% |
| YTD | -32.0% | +17.5% | -49.5% | -38.9% |
| 1Y | -46.9% | +19.7% | -66.6% | -53.1% |
| 3Y | +255.7% | +77.4% | +178.2% | +182.3% |
| All | +255.7% | +79.5% | +176.2% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling