+244.7%
APLD vs ETR
+112.3%
+132.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +6.9% |
| 7D | +3.1% | +1.7% | +1.3% | +2.0% |
| 30D | -29.4% | +8.7% | -38.1% | -33.0% |
| 3M | -42.8% | +4.9% | -47.7% | -44.4% |
| 6M | -59.5% | +0.8% | -60.2% | -59.8% |
| YTD | -31.8% | +23.1% | -54.9% | -40.5% |
| 1Y | -46.0% | +17.9% | -63.9% | -51.6% |
| 3Y | +252.0% | +154.5% | +97.5% | +108.5% |
| All | +244.7% | +112.3% | +132.4% | +226.1% |
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