+459.6%
APLD vs EFA
+71.0%
+388.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -1.2% |
| 7D | +9.0% | -0.5% | +9.4% | +10.3% |
| 30D | -6.6% | -1.3% | -5.3% | -2.9% |
| 3M | -35.2% | +5.2% | -40.4% | -42.2% |
| 6M | +0.4% | +9.4% | -8.9% | -16.6% |
| YTD | +10.7% | +12.7% | -2.0% | -12.6% |
| 1Y | +78.6% | +19.3% | +59.3% | +22.1% |
| 3Y | +423.9% | +66.3% | +357.6% | +61.2% |
| All | +459.6% | +71.0% | +388.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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