+443.7%
APLD vs ELV
-14.7%
+458.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +1.8% |
| 7D | +4.1% | +3.3% | +0.8% | +4.0% |
| 30D | -11.7% | +4.2% | -15.9% | -11.8% |
| 3M | -40.3% | -0.1% | -40.2% | -40.3% |
| 6M | -8.0% | +41.3% | -49.2% | -8.4% |
| YTD | +7.5% | +17.4% | -9.9% | +6.0% |
| 1Y | +84.0% | +35.1% | +49.0% | +80.4% |
| 3Y | +356.2% | -3.2% | +359.5% | +348.0% |
| All | +443.7% | -14.7% | +458.4% | +519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling