+443.7%
APLD vs ESTC
+5.9%
+437.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +3.7% |
| 7D | +4.1% | -8.1% | +12.2% | +7.7% |
| 30D | -11.7% | +31.7% | -43.4% | -24.3% |
| 3M | -40.3% | +41.1% | -81.3% | -50.9% |
| 6M | -8.0% | +77.1% | -85.0% | -34.6% |
| YTD | +7.5% | +21.7% | -14.2% | -8.9% |
| 1Y | +84.0% | +8.4% | +75.6% | +63.5% |
| 3Y | +356.2% | +23.6% | +332.6% | +240.0% |
| All | +443.7% | +5.9% | +437.8% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling