+459.6%
APLD vs EEM
+70.7%
+388.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.0% |
| 7D | +9.0% | +2.0% | +7.0% | +4.4% |
| 30D | -6.6% | +5.1% | -11.7% | -15.8% |
| 3M | -35.2% | +4.6% | -39.8% | -40.7% |
| 6M | +0.4% | +17.8% | -17.4% | -28.9% |
| YTD | +10.7% | +25.8% | -15.1% | -31.3% |
| 1Y | +78.6% | +36.4% | +42.2% | -7.3% |
| 3Y | +423.9% | +90.0% | +333.9% | +39.7% |
| All | +459.6% | +70.7% | +388.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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