+443.7%
APLD vs EIX
-3.1%
+446.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.4% |
| 7D | +4.1% | -19.1% | +23.2% | +11.6% |
| 30D | -11.7% | -16.9% | +5.2% | -6.7% |
| 3M | -40.3% | -20.0% | -20.3% | -36.4% |
| 6M | -8.0% | -21.3% | +13.4% | -1.4% |
| YTD | +7.5% | -1.7% | +9.3% | +0.8% |
| 1Y | +84.0% | +9.6% | +74.5% | +59.0% |
| 3Y | +356.2% | -3.7% | +359.9% | +327.4% |
| All | +443.7% | -3.1% | +446.8% | +531.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling