-46.5%
APLD vs ETHA
-31.0%
-15.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.7% | -12.5% | -10.9% |
| 7D | -18.5% | +2.1% | -20.7% | -20.0% |
| 30D | -32.8% | -10.7% | -22.1% | -26.9% |
| 3M | -46.9% | +29.0% | -75.8% | -56.4% |
| 6M | -53.4% | +2.7% | -56.1% | -54.1% |
| YTD | -32.3% | -18.7% | -13.6% | -21.7% |
| 1Y | -46.5% | -24.8% | -21.7% | -34.8% |
| All | -46.5% | -31.0% | -15.5% | -34.8% |
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