+244.7%
APLD vs EFX
-9.5%
+254.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.8% |
| 7D | +3.1% | -2.2% | +5.3% | +3.6% |
| 30D | -29.4% | +29.2% | -58.6% | -38.1% |
| 3M | -42.8% | +3.5% | -46.2% | -45.0% |
| 6M | -59.5% | +7.8% | -67.3% | -63.2% |
| YTD | -31.8% | -12.4% | -19.4% | -31.5% |
| 1Y | -46.0% | -8.2% | -37.8% | -47.8% |
| 3Y | +252.0% | +4.7% | +247.3% | +147.4% |
| All | +244.7% | -9.5% | +254.2% | +181.0% |
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