-46.5%
APLD vs ESTC
+1.6%
-48.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.7% |
| 7D | -18.5% | -15.9% | -2.7% | -17.3% |
| 30D | -32.8% | -5.5% | -27.2% | -32.2% |
| 3M | -46.9% | +26.2% | -73.1% | -47.5% |
| 6M | -53.4% | +77.0% | -130.4% | -55.6% |
| YTD | -32.3% | +18.9% | -51.1% | -26.4% |
| 1Y | -46.5% | +1.3% | -47.8% | -38.5% |
| All | -46.5% | +1.6% | -48.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling