-46.5%
APLD vs ELV
+42.6%
-89.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.9% | -11.7% | -5.8% |
| 7D | -18.5% | +4.8% | -23.3% | -17.7% |
| 30D | -32.8% | +10.1% | -42.8% | -31.7% |
| 3M | -46.9% | +15.4% | -62.2% | -45.7% |
| 6M | -53.4% | +17.7% | -71.1% | -52.0% |
| YTD | -32.3% | +25.7% | -57.9% | -34.4% |
| 1Y | -46.5% | +39.9% | -86.4% | -44.3% |
| All | -46.5% | +42.6% | -89.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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