+220.6%
APLD vs EIX
+3.0%
+217.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.5% | +12.2% | +10.8% |
| 7D | -12.7% | +1.0% | -13.7% | -13.3% |
| 30D | -34.7% | +9.1% | -43.8% | -37.3% |
| 3M | -46.1% | -10.2% | -35.9% | -45.1% |
| 6M | -64.9% | -11.2% | -53.6% | -64.4% |
| YTD | -36.6% | +4.5% | -41.1% | -42.2% |
| 1Y | -50.0% | +10.9% | -60.8% | -56.3% |
| 3Y | +190.1% | +8.4% | +181.7% | +154.3% |
| All | +220.6% | +3.0% | +217.6% | +262.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling