+269.3%
APLD vs ACWI
+75.2%
+194.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +3.9% |
| 7D | +7.8% | -0.7% | +8.5% | +11.4% |
| 30D | -23.0% | -2.0% | -21.0% | -16.3% |
| 3M | -39.7% | -2.2% | -37.5% | -33.6% |
| 6M | -59.8% | +1.9% | -61.7% | -59.4% |
| YTD | -27.0% | +12.0% | -38.9% | -40.7% |
| 1Y | -37.3% | +12.5% | -49.8% | -49.2% |
| 3Y | +281.9% | +75.4% | +206.5% | +5.1% |
| All | +269.3% | +75.2% | +194.1% | +3.6% |
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