+483.7%
APLD vs EWT
+168.7%
+315.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +8.4% |
| 7D | +16.6% | +1.6% | +14.9% | +13.0% |
| 30D | -3.1% | +8.2% | -11.3% | -16.2% |
| 3M | -30.9% | +11.1% | -41.9% | -43.5% |
| 6M | +12.6% | +60.4% | -47.8% | -55.0% |
| YTD | +15.5% | +75.6% | -60.1% | -60.8% |
| 1Y | +103.5% | +91.3% | +12.2% | -41.4% |
| 3Y | +446.5% | +200.3% | +246.2% | -31.9% |
| All | +483.7% | +168.7% | +315.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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