+243.9%
APLD vs ELF
+366.2%
-122.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -6.3% | +6.3% | -12.6% | -7.8% |
| 30D | -29.6% | +8.5% | -38.1% | -31.0% |
| 3M | -42.6% | +24.4% | -67.0% | -46.2% |
| 6M | -59.6% | +94.7% | -154.3% | -67.1% |
| YTD | -32.0% | +55.9% | -87.8% | -41.8% |
| 1Y | -46.9% | +48.4% | -95.4% | -54.0% |
| 3Y | +255.7% | +24.6% | +231.0% | +177.9% |
| All | +243.9% | +366.2% | -122.3% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling