-46.8%
APLD vs ESTC
+0.3%
-47.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.9% | +2.7% | +6.8% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | -29.4% | -8.1% | -21.3% | -28.7% |
| 3M | -42.8% | +20.2% | -62.9% | -43.1% |
| 6M | -59.5% | +72.7% | -132.2% | -61.2% |
| YTD | -31.8% | +19.6% | -51.5% | -25.3% |
| All | -46.8% | +0.3% | -47.1% | -36.7% |
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