+229.3%
APLD vs ACWI
+73.7%
+155.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.0% |
| 7D | +2.7% | +2.4% | +0.3% | -4.1% |
| 30D | -21.4% | -1.7% | -19.8% | -15.6% |
| 3M | -47.8% | -3.9% | -43.9% | -39.3% |
| 6M | -64.9% | +0.8% | -65.7% | -63.4% |
| YTD | -34.9% | +11.0% | -45.9% | -45.7% |
| 1Y | -30.7% | +13.1% | -43.8% | -44.7% |
| 3Y | +305.3% | +73.9% | +231.5% | +14.6% |
| All | +229.3% | +73.7% | +155.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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