+394.8%
APLD vs EQX
+164.6%
+230.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.1% | 0.0% | -2.8% |
| 7D | -0.5% | -7.0% | +6.5% | +2.6% |
| 30D | -13.2% | +4.8% | -18.0% | -15.3% |
| 3M | -33.8% | +25.6% | -59.4% | -40.5% |
| 6M | -5.9% | -25.8% | +19.9% | +4.3% |
| YTD | +5.1% | -12.7% | +17.9% | +8.9% |
| 1Y | +51.8% | +14.1% | +37.8% | +42.5% |
| All | +394.8% | +164.6% | +230.2% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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