+190.1%
APLD vs EW
+51.9%
+138.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.4% | +9.7% |
| 7D | -12.7% | +11.0% | -23.7% | -13.2% |
| 30D | -34.7% | +19.1% | -53.8% | -35.2% |
| 3M | -46.1% | +14.4% | -60.5% | -46.5% |
| 6M | -64.9% | +22.8% | -87.6% | -65.2% |
| YTD | -36.6% | +19.8% | -56.4% | -37.3% |
| 1Y | -50.0% | +23.9% | -73.9% | -50.5% |
| 3Y | +190.1% | +52.2% | +137.9% | +110.3% |
| All | +190.1% | +51.9% | +138.2% | +110.3% |
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