+269.3%
APLD vs EW
-12.8%
+282.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.6% | +6.7% |
| 7D | +7.8% | +6.5% | +1.3% | +5.3% |
| 30D | -23.0% | +22.5% | -45.4% | -28.8% |
| 3M | -39.7% | +13.0% | -52.6% | -42.7% |
| 6M | -59.8% | +37.1% | -96.9% | -64.9% |
| YTD | -27.0% | +24.1% | -51.1% | -33.5% |
| 1Y | -37.3% | +24.2% | -61.6% | -43.0% |
| 3Y | +281.9% | +64.8% | +217.1% | +145.0% |
| All | +269.3% | -12.8% | +282.1% | +347.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling