+483.7%
APLD vs ELF
+310.3%
+173.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.9% | +12.2% | +8.7% |
| 7D | +16.6% | -1.2% | +17.7% | +16.8% |
| 30D | -3.1% | +5.9% | -9.0% | -5.1% |
| 3M | -30.9% | +99.5% | -130.4% | -44.1% |
| 6M | +12.6% | +26.5% | -13.9% | +3.1% |
| YTD | +15.5% | +37.2% | -21.7% | +2.2% |
| 1Y | +103.5% | -24.4% | +127.9% | +105.4% |
| 3Y | +446.5% | -23.3% | +469.8% | +392.5% |
| All | +483.7% | +310.3% | +173.4% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling