+249.5%
APLD vs EFA
+66.9%
+182.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -3.8% |
| 7D | +19.6% | +1.3% | +18.3% | +15.8% |
| 30D | -24.5% | +0.5% | -25.0% | -25.2% |
| 3M | -45.6% | -4.1% | -41.4% | -38.7% |
| 6M | -61.4% | +2.4% | -63.9% | -62.5% |
| YTD | -30.9% | +10.0% | -40.9% | -41.5% |
| 1Y | -35.8% | +11.4% | -47.2% | -47.2% |
| 3Y | +261.4% | +65.4% | +196.0% | +12.7% |
| All | +249.5% | +66.9% | +182.6% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling