+483.7%
APLD vs EMR
+79.0%
+404.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.9% |
| 7D | +16.6% | +3.1% | +13.5% | +12.5% |
| 30D | -3.1% | -3.5% | +0.4% | +0.6% |
| 3M | -30.9% | +9.8% | -40.6% | -38.1% |
| 6M | +12.6% | +10.8% | +1.8% | +1.3% |
| YTD | +15.5% | +15.9% | -0.5% | -1.2% |
| 1Y | +103.5% | +16.4% | +87.1% | +70.9% |
| 3Y | +446.5% | +62.1% | +384.4% | +227.0% |
| All | +483.7% | +79.0% | +404.7% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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