+243.9%
APLD vs EFV
+99.4%
+144.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.6% |
| 7D | -6.3% | +2.1% | -8.5% | -11.5% |
| 30D | -29.6% | +3.1% | -32.6% | -35.1% |
| 3M | -42.6% | -1.3% | -41.3% | -41.2% |
| 6M | -59.6% | +6.0% | -65.6% | -64.8% |
| YTD | -32.0% | +15.8% | -47.8% | -50.6% |
| 1Y | -46.9% | +21.1% | -68.0% | -65.6% |
| 3Y | +255.7% | +91.0% | +164.7% | -27.1% |
| All | +243.9% | +99.4% | +144.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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