+269.3%
APLD vs ELF
+366.0%
-96.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +7.8% | +4.3% | +3.6% | +6.8% |
| 30D | -23.0% | +7.7% | -30.7% | -24.4% |
| 3M | -39.7% | +24.7% | -64.4% | -43.5% |
| 6M | -59.8% | +114.6% | -174.5% | -68.1% |
| YTD | -27.0% | +55.8% | -82.7% | -37.5% |
| 1Y | -37.3% | +51.9% | -89.2% | -46.0% |
| 3Y | +281.9% | +24.6% | +257.3% | +198.5% |
| All | +269.3% | +366.0% | -96.7% | +31.3% |
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