+244.7%
APLD vs SE
-28.8%
+273.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +6.3% |
| 7D | +3.1% | +3.3% | -0.2% | +2.0% |
| 30D | -29.4% | -18.2% | -11.2% | -23.5% |
| 3M | -42.8% | -31.3% | -11.5% | -33.9% |
| 6M | -59.5% | -10.1% | -49.4% | -58.5% |
| YTD | -31.8% | -38.9% | +7.1% | -19.2% |
| 1Y | -46.0% | -48.0% | +2.0% | -31.4% |
| 3Y | +252.0% | +78.8% | +173.2% | +196.1% |
| All | +244.7% | -28.8% | +273.6% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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