-64.9%
APLD vs ESTC
+75.2%
-140.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.5% | +9.6% |
| 7D | -12.7% | -11.5% | -1.2% | -12.6% |
| 30D | -34.7% | -7.5% | -27.2% | -34.1% |
| 3M | -46.1% | +23.1% | -69.2% | -42.0% |
| 6M | -64.9% | +75.3% | -140.1% | -53.8% |
| All | -64.9% | +75.2% | -140.1% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling