+86.2%
APLD vs ELV
+32.1%
+54.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.7% | +7.2% |
| 7D | +16.6% | -0.3% | +16.8% | +16.5% |
| 30D | -3.1% | +2.0% | -5.1% | -2.9% |
| 3M | -30.9% | -3.5% | -27.4% | -31.2% |
| 6M | +12.6% | +40.2% | -27.6% | +17.3% |
| YTD | +15.5% | +15.8% | -0.4% | +10.5% |
| All | +86.2% | +32.1% | +54.1% | +90.9% |
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