+112.0%
EWY vs APLD
+230.9%
-118.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.7% | -5.7% | +3.3% |
| 7D | -10.4% | -12.7% | +2.3% | -9.4% |
| 30D | -25.4% | -34.7% | +9.3% | -22.9% |
| 3M | -16.5% | -46.1% | +29.6% | -12.5% |
| 6M | -24.7% | -64.9% | +40.1% | -18.9% |
| YTD | +40.9% | -36.6% | +77.5% | +45.7% |
| 1Y | +49.8% | -50.0% | +99.8% | +56.0% |
| 3Y | +134.8% | +190.1% | -55.3% | +110.2% |
| All | +112.0% | +230.9% | -118.8% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling