+243.9%
APLD vs ZETA
+171.9%
+72.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -3.3% |
| 7D | -6.3% | +13.2% | -19.6% | -10.5% |
| 30D | -29.6% | +6.0% | -35.5% | -30.6% |
| 3M | -42.6% | +27.3% | -69.9% | -47.9% |
| 6M | -59.6% | +104.6% | -164.2% | -70.7% |
| YTD | -32.0% | +72.3% | -104.3% | -48.3% |
| 1Y | -46.9% | +76.3% | -123.3% | -60.0% |
| 3Y | +255.7% | +325.6% | -70.0% | +50.5% |
| All | +243.9% | +171.9% | +72.1% | +28.5% |
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