+420.9%
APLD vs EFA
+64.9%
+356.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -1.3% |
| 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% | -42.1% |
| 6M | +0.4% | +9.4% | -8.9% | -16.2% |
| YTD | +10.7% | +12.7% | -2.0% | -11.8% |
| 1Y | +78.6% | +19.3% | +59.3% | +24.6% |
| All | +420.9% | +64.9% | +356.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling