+244.7%
APLD vs ZETA
+151.3%
+93.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +5.8% |
| 7D | +3.1% | +6.2% | -3.1% | +1.2% |
| 30D | -29.4% | -2.0% | -27.4% | -28.2% |
| 3M | -42.8% | +21.7% | -64.5% | -47.1% |
| 6M | -59.5% | +89.1% | -148.6% | -69.7% |
| YTD | -31.8% | +59.3% | -91.1% | -46.5% |
| 1Y | -46.0% | +66.2% | -112.2% | -58.3% |
| 3Y | +252.0% | +297.3% | -45.3% | +53.0% |
| All | +244.7% | +151.3% | +93.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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