+446.5%
APLD vs EFX
-12.5%
+459.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.1% | +10.4% | +7.8% |
| 7D | +16.6% | -7.8% | +24.4% | +17.8% |
| 30D | -3.1% | -5.7% | +2.6% | -2.5% |
| 3M | -30.9% | +2.5% | -33.4% | -32.4% |
| 6M | +12.6% | -16.7% | +29.3% | +16.9% |
| YTD | +15.5% | -20.2% | +35.6% | +21.5% |
| 1Y | +103.5% | -31.4% | +134.9% | +126.3% |
| 3Y | +446.5% | -10.5% | +457.0% | +329.2% |
| All | +446.5% | -12.5% | +459.0% | +329.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling