+443.7%
APLD vs EWZ
+38.9%
+404.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.5% |
| 7D | +4.1% | +6.5% | -2.4% | -2.4% |
| 30D | -11.7% | +4.8% | -16.6% | -16.1% |
| 3M | -40.3% | +9.9% | -50.2% | -45.4% |
| 6M | -8.0% | +1.9% | -9.9% | -8.7% |
| YTD | +7.5% | +20.3% | -12.8% | -6.8% |
| 1Y | +84.0% | +35.6% | +48.4% | +40.9% |
| 3Y | +356.2% | +43.4% | +312.8% | +240.3% |
| All | +443.7% | +38.9% | +404.8% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling