+220.6%
APLD vs ELF
+356.9%
-136.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.7% | +4.0% | +8.1% |
| 7D | -12.7% | +4.0% | -16.7% | -13.5% |
| 30D | -34.7% | +10.6% | -45.3% | -36.4% |
| 3M | -46.1% | +25.8% | -71.9% | -49.7% |
| 6M | -64.9% | +89.1% | -153.9% | -71.1% |
| YTD | -36.6% | +52.7% | -89.3% | -45.4% |
| 1Y | -50.0% | +51.7% | -101.7% | -56.9% |
| 3Y | +190.1% | +14.2% | +175.9% | +132.9% |
| All | +220.6% | +356.9% | -136.3% | +14.7% |
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