+190.1%
APLD vs EWT
+136.7%
+53.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.9% | +5.8% | +3.2% |
| 7D | -12.7% | -11.7% | -1.0% | +7.6% |
| 30D | -34.7% | -23.2% | -11.5% | +3.4% |
| 3M | -46.1% | -12.5% | -33.6% | -31.6% |
| 6M | -64.9% | -5.9% | -58.9% | -61.2% |
| YTD | -36.6% | +40.5% | -77.1% | -65.6% |
| 1Y | -50.0% | +43.7% | -93.7% | -73.7% |
| 3Y | +190.1% | +136.6% | +53.5% | -30.5% |
| All | +190.1% | +136.7% | +53.4% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling