+244.7%
APLD vs EEM
+52.1%
+192.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.7% | +1.1% |
| 7D | +3.1% | -0.1% | +3.2% | +4.5% |
| 30D | -29.4% | -8.6% | -20.8% | -11.4% |
| 3M | -42.8% | -7.0% | -35.8% | -30.5% |
| 6M | -59.5% | -9.7% | -49.8% | -47.1% |
| YTD | -31.8% | +12.1% | -43.9% | -43.8% |
| 1Y | -46.0% | +14.1% | -60.1% | -56.8% |
| 3Y | +252.0% | +72.1% | +179.9% | +19.2% |
| All | +244.7% | +52.1% | +192.6% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling