-50.0%
APLD vs ESTC
-2.5%
-47.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.5% | +9.4% |
| 7D | -12.7% | -11.5% | -1.2% | -11.4% |
| 30D | -34.7% | -7.5% | -27.2% | -33.8% |
| 3M | -46.1% | +23.1% | -69.2% | -46.5% |
| 6M | -64.9% | +75.3% | -140.1% | -66.7% |
| YTD | -36.6% | +14.1% | -50.7% | -30.6% |
| 1Y | -50.0% | -0.6% | -49.4% | -42.4% |
| All | -50.0% | -2.5% | -47.5% | -42.4% |
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