+229.3%
APLD vs EOSE
-41.6%
+270.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.3% | -7.1% |
| 7D | +2.7% | +9.8% | -7.1% | +0.3% |
| 30D | -21.4% | -2.1% | -19.4% | -21.5% |
| 3M | -47.8% | -54.1% | +6.2% | -38.9% |
| 6M | -64.9% | -76.9% | +12.0% | -52.4% |
| YTD | -34.9% | -83.3% | +48.5% | -10.0% |
| 1Y | -30.7% | -87.4% | +56.7% | +1.1% |
| 3Y | +305.3% | +61.9% | +243.5% | +198.5% |
| All | +229.3% | -41.6% | +270.9% | +113.0% |
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