+373.4%
APLD vs ZETA
+311.4%
+62.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.8% | +3.1% |
| 7D | +4.1% | +2.7% | +1.4% | +3.0% |
| 30D | -11.7% | +15.8% | -27.5% | -16.6% |
| 3M | -40.3% | +35.4% | -75.7% | -47.2% |
| 6M | -8.0% | +67.1% | -75.1% | -26.7% |
| YTD | +7.5% | +54.1% | -46.5% | -12.8% |
| 1Y | +84.0% | +67.8% | +16.2% | +42.0% |
| All | +373.4% | +311.4% | +62.0% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling