+431.5%
APLD vs EOSE
+22.0%
+409.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.9% | -1.2% | -4.1% |
| 7D | -0.5% | +14.0% | -14.5% | -3.4% |
| 30D | -13.2% | -5.9% | -7.3% | -12.6% |
| 3M | -33.8% | -34.3% | +0.5% | -28.2% |
| 6M | -5.9% | -37.8% | +31.8% | +0.9% |
| YTD | +5.1% | -65.2% | +70.3% | +24.5% |
| 1Y | +51.8% | -41.9% | +93.7% | +60.7% |
| 3Y | +397.7% | +44.6% | +353.1% | +266.4% |
| All | +431.5% | +22.0% | +409.5% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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