+192.3%
EWY vs APLD
+461.1%
-268.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.5% |
| 7D | +4.8% | +4.1% | +0.7% | +4.5% |
| 30D | +11.7% | -11.7% | +23.4% | +12.7% |
| 3M | -7.4% | -40.3% | +32.9% | -4.1% |
| 6M | +40.6% | -8.0% | +48.5% | +41.3% |
| YTD | +94.3% | +7.5% | +86.7% | +92.9% |
| 1Y | +164.3% | +84.0% | +80.3% | +153.8% |
| 3Y | +221.0% | +356.2% | -135.3% | +176.3% |
| All | +192.3% | +461.1% | -268.8% | +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 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