+229.3%
APLD vs EME
+487.5%
-258.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.2% |
| 7D | +2.7% | +8.4% | -5.7% | -5.7% |
| 30D | -21.4% | -11.5% | -9.9% | -9.6% |
| 3M | -47.8% | -20.6% | -27.2% | -32.6% |
| 6M | -64.9% | -28.5% | -36.4% | -48.8% |
| YTD | -34.9% | +8.0% | -42.9% | -36.7% |
| 1Y | -30.7% | +6.8% | -37.5% | -31.4% |
| 3Y | +305.3% | +213.9% | +91.4% | +28.2% |
| All | +229.3% | +487.5% | -258.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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