+443.7%
APLD vs EFV
+105.4%
+338.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.1% |
| 7D | +4.1% | +1.5% | +2.6% | +0.4% |
| 30D | -11.7% | +1.7% | -13.5% | -15.3% |
| 3M | -40.3% | +8.6% | -48.9% | -50.7% |
| 6M | -8.0% | +11.7% | -19.6% | -27.6% |
| YTD | +7.5% | +19.3% | -11.7% | -26.6% |
| 1Y | +84.0% | +30.2% | +53.8% | +0.4% |
| 3Y | +356.2% | +91.6% | +264.6% | -5.0% |
| All | +443.7% | +105.4% | +338.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling