+193.9%
EWY vs APLD
+502.3%
-308.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.4% | -6.8% | 0.0% |
| 7D | +8.0% | +16.6% | -8.5% | +6.8% |
| 30D | +14.3% | -3.1% | +17.5% | +14.6% |
| 3M | +2.3% | -30.9% | +33.2% | +4.8% |
| 6M | +49.9% | +12.6% | +37.2% | +48.8% |
| YTD | +95.3% | +15.5% | +79.9% | +92.9% |
| 1Y | +161.7% | +103.5% | +58.2% | +149.6% |
| 3Y | +230.2% | +446.5% | -216.4% | +181.3% |
| All | +193.9% | +502.3% | -308.4% | +138.7% |
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 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