+244.7%
APLD vs EIX
+4.3%
+240.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +7.0% |
| 7D | +3.1% | +0.7% | +2.4% | +2.6% |
| 30D | -29.4% | +8.8% | -38.1% | -32.0% |
| 3M | -42.8% | -10.9% | -31.9% | -41.3% |
| 6M | -59.5% | -10.3% | -49.2% | -59.2% |
| YTD | -31.8% | +5.8% | -37.6% | -38.1% |
| 1Y | -46.0% | +11.4% | -57.4% | -52.8% |
| 3Y | +252.0% | +11.1% | +240.9% | +204.4% |
| All | +244.7% | +4.3% | +240.4% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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