+437.4%
APLD vs ETHA
-30.1%
+467.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | +9.0% | +2.9% | +6.0% | +7.3% |
| 30D | -6.6% | +31.4% | -38.0% | -20.0% |
| 3M | -35.2% | +48.9% | -84.1% | -48.4% |
| 6M | +0.4% | +20.9% | -20.5% | -10.3% |
| YTD | +10.7% | -17.2% | +27.8% | +18.9% |
| 1Y | +78.6% | -42.8% | +121.3% | +122.8% |
| All | +437.4% | -30.1% | +467.5% | +429.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling