+269.3%
APLD vs ZETA
+192.6%
+76.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.6% | -0.2% | +4.5% |
| 7D | +7.8% | +18.8% | -10.9% | +1.4% |
| 30D | -23.0% | +12.6% | -35.6% | -25.8% |
| 3M | -39.7% | +29.5% | -69.1% | -45.6% |
| 6M | -59.8% | +128.6% | -188.4% | -72.1% |
| YTD | -27.0% | +85.5% | -112.4% | -46.0% |
| 1Y | -37.3% | +90.6% | -127.9% | -54.1% |
| 3Y | +281.9% | +358.0% | -76.1% | +57.2% |
| All | +269.3% | +192.6% | +76.7% | +34.3% |
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