+483.7%
APLD vs EQH
+94.0%
+389.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.9% |
| 7D | +16.6% | +5.4% | +11.1% | +10.9% |
| 30D | -3.1% | +1.0% | -4.1% | -4.7% |
| 3M | -30.9% | +26.7% | -57.6% | -45.4% |
| 6M | +12.6% | +34.4% | -21.8% | -16.4% |
| YTD | +15.5% | +11.5% | +4.0% | +1.9% |
| 1Y | +103.5% | +0.4% | +103.1% | +93.8% |
| 3Y | +446.5% | +96.5% | +350.0% | +150.3% |
| All | +483.7% | +94.0% | +389.7% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 all: compounded portfolio wealth divided by compounded EQH 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…
all analysis · Full analysis span regression · 6 months rolling