+190.1%
APLD vs ELV
-0.8%
+190.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.5% | +11.2% | +9.3% |
| 7D | -12.7% | +1.3% | -14.0% | -12.3% |
| 30D | -34.7% | +5.3% | -40.0% | -33.5% |
| 3M | -46.1% | +9.2% | -55.3% | -44.5% |
| 6M | -64.9% | +14.5% | -79.4% | -63.1% |
| YTD | -36.6% | +23.2% | -59.8% | -32.7% |
| 1Y | -50.0% | +38.0% | -88.0% | -44.2% |
| 3Y | +190.1% | -1.5% | +191.7% | +191.1% |
| All | +190.1% | -0.8% | +190.9% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling