+220.6%
APLD vs ETR
+110.0%
+110.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.5% | +9.6% |
| 7D | -12.7% | +0.4% | -13.1% | -12.9% |
| 30D | -34.7% | +7.5% | -42.2% | -37.7% |
| 3M | -46.1% | +4.4% | -50.6% | -47.5% |
| 6M | -64.9% | -1.5% | -63.3% | -64.6% |
| YTD | -36.6% | +21.8% | -58.4% | -44.3% |
| 1Y | -50.0% | +18.4% | -68.4% | -55.3% |
| 3Y | +190.1% | +148.5% | +41.6% | +74.3% |
| All | +220.6% | +110.0% | +110.6% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 all: compounded portfolio wealth divided by compounded ETR 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…
all analysis · Full analysis span regression · 6 months rolling