-35.8%
APLD vs EFX
-10.6%
-25.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.7% |
| 7D | +19.6% | -3.6% | +23.3% | +17.8% |
| 30D | -24.5% | +25.3% | -49.8% | -17.4% |
| 3M | -45.6% | +3.8% | -49.4% | -44.2% |
| 6M | -61.4% | +12.7% | -74.1% | -58.9% |
| YTD | -30.9% | -13.1% | -17.7% | -22.6% |
| 1Y | -35.8% | -9.3% | -26.5% | -23.1% |
| All | -35.8% | -10.6% | -25.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling