+78.6%
APLD vs ETHA
-43.4%
+122.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | +9.0% | +2.9% | +6.0% | +7.1% |
| 30D | -6.6% | +31.4% | -38.0% | -21.8% |
| 3M | -35.2% | +48.9% | -84.1% | -50.2% |
| 6M | +0.4% | +20.9% | -20.5% | -11.3% |
| YTD | +10.7% | -17.2% | +27.8% | +19.6% |
| 1Y | +78.6% | -42.8% | +121.3% | +98.4% |
| All | +78.6% | -43.4% | +122.0% | +98.4% |
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