+403.2%
APLD vs EWZ
+47.9%
+355.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.6% |
| 7D | +4.1% | +6.5% | -2.4% | -3.5% |
| 30D | -11.7% | +4.8% | -16.6% | -16.8% |
| 3M | -40.3% | +9.9% | -50.2% | -46.2% |
| 6M | -8.0% | +1.9% | -9.9% | -9.2% |
| YTD | +7.5% | +20.3% | -12.8% | -8.8% |
| 1Y | +84.0% | +35.6% | +48.4% | +34.7% |
| All | +403.2% | +47.9% | +355.4% | +239.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling