+431.5%
APLD vs ELAN
-11.4%
+443.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -3.6% |
| 7D | -0.5% | -6.4% | +5.9% | +2.6% |
| 30D | -13.2% | +0.6% | -13.7% | -13.7% |
| 3M | -33.8% | 0.0% | -33.7% | -35.1% |
| 6M | -5.9% | -3.4% | -2.5% | -6.2% |
| YTD | +5.1% | +1.0% | +4.1% | +2.8% |
| 1Y | +51.8% | +24.7% | +27.1% | +32.2% |
| 3Y | +397.7% | +97.2% | +300.4% | +194.4% |
| All | +431.5% | -11.4% | +443.0% | +1,077.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling