+305.3%
APLD vs EMR
+103.4%
+201.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +2.8% | -0.1% | -0.5% |
| 30D | -21.4% | +3.7% | -25.1% | -24.0% |
| 3M | -47.8% | +2.0% | -49.9% | -48.6% |
| 6M | -64.9% | +22.1% | -87.0% | -71.7% |
| YTD | -34.9% | +27.2% | -62.1% | -49.2% |
| 1Y | -30.7% | +32.0% | -62.8% | -48.1% |
| 3Y | +305.3% | +103.3% | +202.1% | +121.0% |
| All | +305.3% | +103.4% | +201.9% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling