+229.3%
APLD vs EW
-11.7%
+241.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.3% |
| 7D | +2.7% | +4.9% | -2.2% | +0.9% |
| 30D | -21.4% | +23.9% | -45.4% | -27.7% |
| 3M | -47.8% | +15.8% | -63.6% | -50.9% |
| 6M | -64.9% | +31.7% | -96.5% | -68.8% |
| YTD | -34.9% | +25.7% | -60.6% | -41.0% |
| 1Y | -30.7% | +24.4% | -55.2% | -37.0% |
| 3Y | +305.3% | +65.9% | +239.5% | +160.5% |
| All | +229.3% | -11.7% | +241.0% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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