+229.3%
APLD vs ESTC
+1.7%
+227.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.3% |
| 7D | +2.7% | +2.4% | +0.3% | +1.6% |
| 30D | -21.4% | -4.2% | -17.2% | -19.3% |
| 3M | -47.8% | +2.5% | -50.3% | -49.3% |
| 6M | -64.9% | +81.5% | -146.4% | -74.7% |
| YTD | -34.9% | +16.8% | -51.7% | -43.5% |
| 1Y | -30.7% | -3.5% | -27.3% | -33.9% |
| 3Y | +305.3% | +17.7% | +287.6% | +214.5% |
| All | +229.3% | +1.7% | +227.6% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling