+220.6%
APLD vs ESTC
-0.7%
+221.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.5% | +8.7% |
| 7D | -12.7% | -11.5% | -1.2% | -7.4% |
| 30D | -34.7% | -7.5% | -27.2% | -31.9% |
| 3M | -46.1% | +23.1% | -69.2% | -52.2% |
| 6M | -64.9% | +75.3% | -140.1% | -74.5% |
| YTD | -36.6% | +14.1% | -50.7% | -44.4% |
| 1Y | -50.0% | -0.6% | -49.4% | -53.1% |
| 3Y | +190.1% | +20.8% | +169.3% | +120.5% |
| All | +220.6% | -0.7% | +221.3% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling