+229.3%
APLD vs EEM
+51.8%
+177.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.0% |
| 7D | +2.7% | +2.7% | 0.0% | -2.7% |
| 30D | -21.4% | -5.4% | -16.0% | -8.7% |
| 3M | -47.8% | -8.6% | -39.2% | -34.0% |
| 6M | -64.9% | -8.9% | -56.0% | -54.9% |
| YTD | -34.9% | +11.9% | -46.8% | -45.9% |
| 1Y | -30.7% | +13.1% | -43.8% | -43.4% |
| 3Y | +305.3% | +70.7% | +234.7% | +40.4% |
| All | +229.3% | +51.8% | +177.5% | +71.3% |
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