+420.9%
APLD vs ELAN
+102.3%
+318.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.5% |
| 7D | +9.0% | -4.6% | +13.5% | +10.7% |
| 30D | -6.6% | +5.7% | -12.3% | -8.7% |
| 3M | -35.2% | -3.9% | -31.4% | -35.2% |
| 6M | +0.4% | -1.6% | +2.0% | -0.4% |
| YTD | +10.7% | +4.1% | +6.6% | +8.0% |
| 1Y | +78.6% | +25.5% | +53.0% | +62.3% |
| All | +420.9% | +102.3% | +318.6% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling