+243.9%
APLD vs SE
-29.9%
+273.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.4% |
| 7D | -6.3% | 0.0% | -6.4% | -6.2% |
| 30D | -29.6% | -19.4% | -10.2% | -23.3% |
| 3M | -42.6% | -33.1% | -9.5% | -32.9% |
| 6M | -59.6% | -11.4% | -48.1% | -58.3% |
| YTD | -32.0% | -39.8% | +7.8% | -18.9% |
| 1Y | -46.9% | -50.5% | +3.5% | -31.3% |
| 3Y | +255.7% | +68.9% | +186.8% | +205.2% |
| All | +243.9% | -29.9% | +273.8% | +212.5% |
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