-37.3%
APLD vs ESTC
-5.7%
-31.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +7.8% | -2.6% | +10.5% | +8.3% |
| 30D | -23.0% | -8.6% | -14.4% | -21.9% |
| 3M | -39.7% | +14.4% | -54.0% | -39.7% |
| 6M | -59.8% | +73.3% | -133.1% | -61.8% |
| YTD | -27.0% | +15.7% | -42.7% | -19.0% |
| 1Y | -37.3% | -7.6% | -29.7% | -25.5% |
| All | -37.3% | -5.7% | -31.6% | -25.5% |
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