+243.9%
APLD vs EWZ
+18.0%
+225.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.0% |
| 7D | -6.3% | +1.3% | -7.7% | -7.2% |
| 30D | -29.6% | -26.2% | -3.4% | -11.2% |
| 3M | -42.6% | -8.6% | -34.0% | -42.1% |
| 6M | -59.6% | -17.0% | -42.5% | -54.9% |
| YTD | -32.0% | +2.2% | -34.1% | -35.9% |
| 1Y | -46.9% | +2.7% | -49.6% | -50.7% |
| 3Y | +255.7% | +18.2% | +237.5% | +195.0% |
| All | +243.9% | +18.0% | +225.9% | +175.8% |
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