+459.6%
APLD vs ELV
-16.9%
+476.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.1% |
| 7D | +9.0% | -2.2% | +11.2% | +9.0% |
| 30D | -6.6% | -0.2% | -6.4% | -6.6% |
| 3M | -35.2% | -6.1% | -29.1% | -35.3% |
| 6M | +0.4% | +42.8% | -42.4% | 0.0% |
| YTD | +10.7% | +14.4% | -3.7% | +9.1% |
| 1Y | +78.6% | +28.6% | +49.9% | +75.2% |
| 3Y | +423.9% | -7.4% | +431.3% | +422.5% |
| All | +459.6% | -16.9% | +476.5% | +537.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling