+373.4%
APLD vs EW
+17.9%
+355.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.8% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | -11.7% | +1.0% | -12.8% | -11.8% |
| 3M | -40.3% | +2.8% | -43.1% | -40.5% |
| 6M | -8.0% | +5.5% | -13.4% | -8.6% |
| YTD | +7.5% | +5.5% | +2.1% | +6.9% |
| 1Y | +84.0% | +11.0% | +73.0% | +82.9% |
| All | +373.4% | +17.9% | +355.6% | +303.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling