+243.9%
APLD vs EOSE
-46.8%
+290.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +1.5% |
| 7D | -6.3% | -8.4% | +2.1% | -4.8% |
| 30D | -29.6% | -31.0% | +1.4% | -23.7% |
| 3M | -42.6% | -57.0% | +14.4% | -31.6% |
| 6M | -59.6% | -78.3% | +18.7% | -44.3% |
| YTD | -32.0% | -84.8% | +52.8% | -3.7% |
| 1Y | -46.9% | -90.9% | +44.0% | -16.9% |
| 3Y | +255.7% | +35.9% | +219.7% | +173.2% |
| All | +243.9% | -46.8% | +290.7% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling