+443.7%
APLD vs EFX
-14.9%
+458.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.1% | +4.8% |
| 7D | +4.1% | -8.6% | +12.7% | +8.4% |
| 30D | -11.7% | +0.1% | -11.8% | -12.5% |
| 3M | -40.3% | +3.8% | -44.1% | -43.7% |
| 6M | -8.0% | -13.5% | +5.6% | -4.4% |
| YTD | +7.5% | -17.7% | +25.2% | +13.1% |
| 1Y | +84.0% | -25.6% | +109.6% | +103.1% |
| 3Y | +356.2% | -12.1% | +368.3% | +280.5% |
| All | +443.7% | -14.9% | +458.6% | +363.8% |
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