+252.0%
APLD vs EME
+214.6%
+37.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.3% | +0.2% | -0.4% |
| 7D | +3.1% | -4.4% | +7.5% | +8.8% |
| 30D | -29.4% | -17.3% | -12.1% | -12.7% |
| 3M | -42.8% | -20.0% | -22.7% | -26.9% |
| 6M | -59.5% | -29.1% | -30.4% | -40.6% |
| YTD | -31.8% | +6.9% | -38.8% | -32.7% |
| 1Y | -46.0% | +0.8% | -46.8% | -42.9% |
| 3Y | +252.0% | +214.4% | +37.6% | +81.6% |
| All | +252.0% | +214.6% | +37.4% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling