+323.4%
APLD vs EOSE
+34.9%
+288.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +1.6% |
| 7D | -6.3% | -8.4% | +2.1% | -4.7% |
| 30D | -29.6% | -31.0% | +1.4% | -23.2% |
| 3M | -42.6% | -57.0% | +14.4% | -30.7% |
| 6M | -59.6% | -78.3% | +18.7% | -43.3% |
| YTD | -32.0% | -84.8% | +52.8% | -1.8% |
| 1Y | -46.9% | -90.9% | +44.0% | -15.9% |
| All | +323.4% | +34.9% | +288.5% | +261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling