+252.0%
APLD vs ESTC
+20.1%
+231.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.9% | +2.7% | +5.8% |
| 7D | +3.1% | -1.2% | +4.3% | +3.9% |
| 30D | -29.4% | -8.1% | -21.3% | -26.8% |
| 3M | -42.8% | +20.2% | -62.9% | -47.1% |
| 6M | -59.5% | +72.7% | -132.2% | -68.1% |
| YTD | -31.8% | +19.6% | -51.5% | -38.3% |
| 1Y | -46.0% | +0.3% | -46.3% | -47.1% |
| 3Y | +252.0% | +22.8% | +229.2% | +215.2% |
| All | +252.0% | +20.1% | +231.9% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling