+192.2%
APLD vs ES
-6.4%
+198.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +2.1% | -16.8% | -15.2% |
| 7D | -27.0% | +5.9% | -32.9% | -28.2% |
| 30D | -44.1% | +10.2% | -54.3% | -45.8% |
| 3M | -52.6% | +0.4% | -53.0% | -52.7% |
| 6M | -64.5% | +6.9% | -71.3% | -65.5% |
| YTD | -42.2% | +10.5% | -52.7% | -44.7% |
| 1Y | -57.2% | +3.2% | -60.4% | -58.3% |
| 3Y | +159.5% | +49.0% | +110.5% | +102.1% |
| All | +192.2% | -6.4% | +198.6% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling