+220.6%
APLD vs ECL
+76.9%
+143.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.7% | +11.4% | +11.2% |
| 7D | -12.7% | -0.8% | -12.0% | -12.4% |
| 30D | -34.7% | +8.1% | -42.8% | -39.6% |
| 3M | -46.1% | +6.4% | -52.5% | -49.7% |
| 6M | -64.9% | +14.8% | -79.6% | -70.1% |
| YTD | -36.6% | +15.5% | -52.0% | -46.4% |
| 1Y | -50.0% | +20.1% | -70.1% | -59.7% |
| 3Y | +190.1% | +77.8% | +112.4% | +41.4% |
| All | +220.6% | +76.9% | +143.7% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling