+192.2%
APLD vs ESTC
-2.8%
+195.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.1% | -8.6% | -12.0% |
| 7D | -27.0% | -18.5% | -8.5% | -19.7% |
| 30D | -44.1% | -11.0% | -33.1% | -40.7% |
| 3M | -52.6% | +20.8% | -73.3% | -57.6% |
| 6M | -64.5% | +67.9% | -132.4% | -73.7% |
| YTD | -42.2% | +11.6% | -53.8% | -48.9% |
| 1Y | -57.2% | -3.3% | -53.9% | -59.3% |
| 3Y | +159.5% | +16.4% | +143.1% | +100.9% |
| All | +192.2% | -2.8% | +195.0% | +113.6% |
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