+243.9%
APLD vs ARWR
+4.3%
+239.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -6.3% | -17.7% | +11.3% | -0.1% |
| 30D | -29.6% | -21.9% | -7.6% | -23.2% |
| 3M | -42.6% | -44.5% | +1.9% | -29.1% |
| 6M | -59.6% | -32.6% | -27.0% | -54.0% |
| YTD | -32.0% | -26.2% | -5.8% | -25.5% |
| 1Y | -46.9% | +23.0% | -69.9% | -52.7% |
| 3Y | +255.7% | +81.8% | +173.9% | +145.2% |
| All | +243.9% | +4.3% | +239.6% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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