+192.2%
APLD vs ECL
+79.9%
+112.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.8% | -12.1% |
| 7D | -27.0% | +1.7% | -28.6% | -28.2% |
| 30D | -44.1% | +8.9% | -53.0% | -48.5% |
| 3M | -52.6% | +7.4% | -60.0% | -56.0% |
| 6M | -64.5% | +19.3% | -83.8% | -70.7% |
| YTD | -42.2% | +17.4% | -59.6% | -51.9% |
| 1Y | -57.2% | +19.4% | -76.6% | -65.1% |
| 3Y | +159.5% | +80.5% | +79.0% | +25.1% |
| All | +192.2% | +79.9% | +112.2% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling