+459.6%
APLD vs EFX
-19.2%
+478.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.2% |
| 7D | +9.0% | -9.4% | +18.3% | +13.8% |
| 30D | -6.6% | -6.9% | +0.3% | -4.3% |
| 3M | -35.2% | +0.1% | -35.4% | -38.1% |
| 6M | +0.4% | -17.3% | +17.7% | +6.4% |
| YTD | +10.7% | -21.8% | +32.5% | +19.1% |
| 1Y | +78.6% | -32.5% | +111.1% | +109.9% |
| 3Y | +423.9% | -12.3% | +436.3% | +322.3% |
| All | +459.6% | -19.2% | +478.8% | +388.6% |
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