+229.3%
APLD vs ARWR
+1.7%
+227.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.3% |
| 7D | +2.7% | -17.8% | +20.5% | +9.4% |
| 30D | -21.4% | -18.1% | -3.3% | -15.8% |
| 3M | -47.8% | -44.2% | -3.7% | -35.7% |
| 6M | -64.9% | -38.6% | -26.2% | -58.6% |
| YTD | -34.9% | -28.0% | -6.8% | -28.0% |
| 1Y | -30.7% | +16.1% | -46.9% | -36.8% |
| 3Y | +305.3% | +84.0% | +221.3% | +176.6% |
| All | +229.3% | +1.7% | +227.6% | +125.5% |
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