+160.4%
EWY vs APLD
+83.8%
+76.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.5% |
| 7D | +6.7% | +9.0% | -2.3% | +4.3% |
| 30D | +17.0% | -6.6% | +23.6% | +18.8% |
| 3M | +3.7% | -35.2% | +38.9% | +12.9% |
| 6M | +42.5% | +0.4% | +42.1% | +43.2% |
| YTD | +96.2% | +10.7% | +85.6% | +94.0% |
| 1Y | +160.4% | +78.6% | +81.8% | +132.6% |
| All | +160.4% | +83.8% | +76.6% | +132.6% |
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