+229.3%
APLD vs ETN
+169.5%
+59.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -3.7% |
| 7D | +2.7% | +3.6% | -0.9% | -1.3% |
| 30D | -21.4% | -13.4% | -8.0% | -4.9% |
| 3M | -47.8% | -21.9% | -25.9% | -28.2% |
| 6M | -64.9% | -12.8% | -52.1% | -57.8% |
| YTD | -34.9% | +12.1% | -47.0% | -41.1% |
| 1Y | -30.7% | +0.8% | -31.6% | -29.1% |
| 3Y | +305.3% | +64.5% | +240.9% | +171.0% |
| All | +229.3% | +169.5% | +59.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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