+220.6%
APLD vs EFX
-8.9%
+229.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.2% | +11.9% | +10.6% |
| 7D | -12.7% | +2.7% | -15.4% | -14.2% |
| 30D | -34.7% | +33.1% | -67.8% | -43.5% |
| 3M | -46.1% | +8.2% | -54.3% | -49.3% |
| 6M | -64.9% | +10.2% | -75.0% | -68.5% |
| YTD | -36.6% | -11.8% | -24.8% | -36.4% |
| 1Y | -50.0% | -6.1% | -43.9% | -52.3% |
| 3Y | +190.1% | +7.5% | +182.6% | +98.8% |
| All | +220.6% | -8.9% | +229.5% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling