+252.0%
APLD vs EWZ
+20.5%
+231.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.6% | +5.8% |
| 7D | +3.1% | +1.4% | +1.7% | +2.0% |
| 30D | -29.4% | -25.1% | -4.3% | -11.8% |
| 3M | -42.8% | -7.7% | -35.1% | -44.0% |
| 6M | -59.5% | -15.8% | -43.6% | -55.7% |
| YTD | -31.8% | +3.6% | -35.4% | -38.1% |
| 1Y | -46.0% | +5.5% | -51.5% | -52.5% |
| 3Y | +252.0% | +22.1% | +229.9% | +168.9% |
| All | +252.0% | +20.5% | +231.5% | +168.9% |
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