+220.6%
APLD vs EMB
+22.1%
+198.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% | -43.4% | -40.8% |
| 6M | -64.9% | -2.8% | -62.0% | -60.6% |
| YTD | -36.6% | -1.1% | -35.5% | -31.4% |
| 1Y | -50.0% | 0.0% | -50.0% | -47.5% |
| 3Y | +190.1% | +28.8% | +161.3% | +56.0% |
| All | +220.6% | +22.1% | +198.5% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling