-46.5%
APLD vs ELF
-3.2%
-43.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.3% |
| 7D | -18.5% | -1.5% | -17.0% | -18.1% |
| 30D | -32.8% | +9.5% | -42.3% | -34.5% |
| 3M | -46.9% | +29.4% | -76.2% | -51.2% |
| 6M | -53.4% | +83.7% | -137.1% | -62.3% |
| YTD | -32.3% | +49.4% | -81.7% | -43.4% |
| 1Y | -46.5% | -3.9% | -42.6% | -50.2% |
| All | -46.5% | -3.2% | -43.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling