+459.6%
APLD vs EWJ
+85.6%
+373.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -2.1% |
| 7D | +9.0% | +1.0% | +8.0% | +6.8% |
| 30D | -6.6% | +1.0% | -7.6% | -8.1% |
| 3M | -35.2% | +7.2% | -42.5% | -42.9% |
| 6M | +0.4% | +13.9% | -13.5% | -19.6% |
| YTD | +10.7% | +20.8% | -10.1% | -19.0% |
| 1Y | +78.6% | +26.4% | +52.2% | +18.6% |
| 3Y | +423.9% | +71.8% | +352.2% | +80.8% |
| All | +459.6% | +85.6% | +373.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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