+483.7%
APLD vs ZETA
+138.7%
+345.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +8.0% |
| 7D | +16.6% | -2.4% | +19.0% | +17.4% |
| 30D | -3.1% | +15.6% | -18.7% | -9.0% |
| 3M | -30.9% | +41.5% | -72.4% | -41.0% |
| 6M | +12.6% | +63.4% | -50.8% | -11.8% |
| YTD | +15.5% | +51.3% | -35.8% | -8.0% |
| 1Y | +103.5% | +65.8% | +37.7% | +53.5% |
| 3Y | +446.5% | +279.2% | +167.3% | +139.8% |
| All | +483.7% | +138.7% | +345.0% | +128.7% |
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