+483.7%
APLD vs EWZ
+41.7%
+442.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +5.4% |
| 7D | +16.6% | +5.6% | +11.0% | +10.5% |
| 30D | -3.1% | +9.3% | -12.4% | -11.5% |
| 3M | -30.9% | +15.7% | -46.6% | -39.9% |
| 6M | +12.6% | +7.4% | +5.2% | +6.3% |
| YTD | +15.5% | +22.7% | -7.2% | -1.8% |
| 1Y | +103.5% | +36.4% | +67.1% | +55.1% |
| 3Y | +446.5% | +50.4% | +396.1% | +291.3% |
| All | +483.7% | +41.7% | +442.0% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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