+459.6%
APLD vs EQX
+47.5%
+412.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.8% |
| 7D | +9.0% | +1.7% | +7.2% | +8.1% |
| 30D | -6.6% | +11.1% | -17.7% | -10.9% |
| 3M | -35.2% | +23.1% | -58.3% | -40.9% |
| 6M | +0.4% | -21.8% | +22.3% | +8.8% |
| YTD | +10.7% | -8.1% | +18.8% | +12.2% |
| 1Y | +78.6% | +29.7% | +48.9% | +59.4% |
| 3Y | +423.9% | +179.9% | +244.0% | +231.4% |
| All | +459.6% | +47.5% | +412.1% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling