+249.5%
APLD vs EFX
-10.2%
+259.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.0% |
| 7D | +19.6% | -3.6% | +23.3% | +21.3% |
| 30D | -24.5% | +25.3% | -49.8% | -32.9% |
| 3M | -45.6% | +3.8% | -49.4% | -47.8% |
| 6M | -61.4% | +12.7% | -74.1% | -65.9% |
| YTD | -30.9% | -13.1% | -17.7% | -30.3% |
| 1Y | -35.8% | -9.3% | -26.5% | -37.5% |
| 3Y | +261.4% | +3.5% | +257.9% | +155.8% |
| All | +249.5% | -10.2% | +259.7% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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