+115.4%
EWY vs APLD
+254.9%
-139.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -10.2% | -6.3% | -3.9% | -9.7% |
| 30D | -21.5% | -29.6% | +8.1% | -19.3% |
| 3M | -14.7% | -42.6% | +27.9% | -11.1% |
| 6M | -26.8% | -59.6% | +32.7% | -22.0% |
| YTD | +43.2% | -32.0% | +75.1% | +47.1% |
| 1Y | +48.7% | -46.9% | +95.7% | +54.1% |
| 3Y | +147.9% | +255.7% | -107.7% | +119.4% |
| All | +115.4% | +254.9% | -139.5% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling