+192.2%
APLD vs ACWI
+69.6%
+122.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.8% | -10.9% | -3.2% |
| 7D | -27.0% | -4.0% | -23.0% | -16.8% |
| 30D | -44.1% | -5.8% | -38.3% | -31.7% |
| 3M | -52.6% | -5.0% | -47.5% | -43.0% |
| 6M | -64.5% | +0.7% | -65.2% | -62.7% |
| YTD | -42.2% | +8.4% | -50.6% | -48.5% |
| 1Y | -57.2% | +10.1% | -67.3% | -63.0% |
| 3Y | +159.5% | +70.8% | +88.8% | -22.8% |
| All | +192.2% | +69.6% | +122.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling