+220.6%
APLD vs EMB
+22.7%
+197.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.7% |
| 7D | -12.7% | -0.1% | -12.6% | -12.5% |
| 30D | -34.7% | +1.3% | -36.0% | -37.4% |
| 3M | -46.1% | -2.2% | -43.9% | -41.7% |
| 6M | -64.9% | -2.3% | -62.5% | -61.2% |
| YTD | -36.6% | -0.6% | -36.0% | -32.5% |
| 1Y | -50.0% | +0.5% | -50.4% | -48.3% |
| 3Y | +190.1% | +29.4% | +160.7% | +53.6% |
| All | +220.6% | +22.7% | +197.9% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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