+220.6%
APLD vs EFV
+94.9%
+125.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.1% | +13.1% |
| 7D | -12.7% | -0.7% | -12.1% | -12.2% |
| 30D | -34.7% | +0.9% | -35.6% | -36.8% |
| 3M | -46.1% | -3.6% | -42.6% | -41.8% |
| 6M | -64.9% | +2.5% | -67.4% | -66.9% |
| YTD | -36.6% | +13.2% | -49.8% | -51.4% |
| 1Y | -50.0% | +20.3% | -70.3% | -67.2% |
| 3Y | +190.1% | +84.9% | +105.2% | -35.6% |
| All | +220.6% | +94.9% | +125.7% | -25.6% |
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