+443.7%
APLD vs EW
-25.9%
+469.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -11.7% | +1.0% | -12.8% | -12.2% |
| 3M | -40.3% | +2.8% | -43.1% | -41.2% |
| 6M | -8.0% | +5.5% | -13.4% | -10.4% |
| YTD | +7.5% | +5.5% | +2.1% | +4.6% |
| 1Y | +84.0% | +11.0% | +73.0% | +73.9% |
| 3Y | +356.2% | +17.7% | +338.5% | +265.7% |
| All | +443.7% | -25.9% | +469.6% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling