+48.7%
EWY vs APLD
-48.2%
+96.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -10.2% | -6.3% | -3.9% | -8.5% |
| 30D | -21.5% | -29.6% | +8.1% | -13.6% |
| 3M | -14.7% | -42.6% | +27.9% | -1.1% |
| 6M | -26.8% | -59.6% | +32.7% | -8.7% |
| YTD | +43.2% | -32.0% | +75.1% | +61.2% |
| 1Y | +48.7% | -46.9% | +95.7% | +69.3% |
| All | +48.7% | -48.2% | +96.9% | +69.3% |
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