+62.4%
EWY vs APLD
-46.0%
+108.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | +0.1% |
| 7D | -8.3% | -18.5% | +10.2% | -2.9% |
| 30D | -20.5% | -32.8% | +12.2% | -11.6% |
| 3M | -11.1% | -46.9% | +35.8% | +5.2% |
| 6M | -7.0% | -53.4% | +46.4% | +13.0% |
| YTD | +56.5% | -32.3% | +88.7% | +75.6% |
| 1Y | +62.4% | -46.5% | +108.9% | +84.7% |
| All | +62.4% | -46.0% | +108.4% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling