+84.0%
APLD vs ETHA
-44.4%
+128.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +3.3% |
| 7D | +4.1% | +0.8% | +3.2% | +3.5% |
| 30D | -11.7% | +27.9% | -39.6% | -24.8% |
| 3M | -40.3% | +38.3% | -78.6% | -51.8% |
| 6M | -8.0% | +14.0% | -21.9% | -15.5% |
| YTD | +7.5% | -17.4% | +25.0% | +16.3% |
| 1Y | +84.0% | -42.7% | +126.7% | +107.4% |
| All | +84.0% | -44.4% | +128.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling