+373.4%
APLD vs ES
+29.7%
+343.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -11.7% | -2.0% | -9.8% | -11.6% |
| 3M | -40.3% | +1.7% | -41.9% | -40.6% |
| 6M | -8.0% | -3.5% | -4.4% | -8.0% |
| YTD | +7.5% | +7.9% | -0.4% | +5.9% |
| 1Y | +84.0% | +17.2% | +66.9% | +78.9% |
| All | +373.4% | +29.7% | +343.7% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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