+305.3%
APLD vs EWT
+157.5%
+147.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -6.0% |
| 7D | +2.7% | +9.1% | -6.4% | -11.4% |
| 30D | -21.4% | -12.2% | -9.2% | -1.0% |
| 3M | -47.8% | -9.4% | -38.4% | -37.5% |
| 6M | -64.9% | +2.7% | -67.5% | -66.5% |
| YTD | -34.9% | +53.3% | -88.2% | -69.5% |
| 1Y | -30.7% | +59.2% | -89.9% | -69.4% |
| 3Y | +305.3% | +157.1% | +148.2% | -2.6% |
| All | +305.3% | +157.5% | +147.8% | -2.6% |
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