-52.6%
APLD vs SE
-32.5%
-20.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.7% | -9.0% | -12.7% |
| 7D | -27.0% | -1.2% | -25.8% | -26.2% |
| 30D | -44.1% | -21.7% | -22.4% | -39.5% |
| 3M | -52.6% | -34.2% | -18.4% | -45.5% |
| All | -52.6% | -32.5% | -20.1% | -45.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling