+443.7%
APLD vs EWJ
+88.1%
+355.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.0% |
| 7D | +4.1% | +2.5% | +1.6% | -0.9% |
| 30D | -11.7% | +3.3% | -15.0% | -17.0% |
| 3M | -40.3% | +5.0% | -45.2% | -44.8% |
| 6M | -8.0% | +11.5% | -19.5% | -23.2% |
| YTD | +7.5% | +22.4% | -14.8% | -23.3% |
| 1Y | +84.0% | +30.2% | +53.8% | +14.7% |
| 3Y | +356.2% | +72.8% | +283.4% | +56.0% |
| All | +443.7% | +88.1% | +355.6% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling